+106.1%
BTSG vs SGI
-20.9%
+127.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -3.1% | -3.5% | -5.6% |
| 7D | -5.8% | -4.9% | -0.9% | -4.2% |
| 30D | 0.0% | +1.6% | -1.6% | -0.6% |
| 3M | -4.5% | -3.2% | -1.3% | -3.7% |
| 6M | +40.0% | -16.0% | +56.1% | +46.4% |
| YTD | +54.6% | -25.4% | +80.0% | +67.4% |
| 1Y | +106.1% | -21.6% | +127.7% | +129.4% |
| All | +106.1% | -20.9% | +127.1% | +129.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SGI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling