+463.5%
BTSG vs SGI
+36.6%
+427.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.1% |
| 7D | +2.9% | +0.6% | +2.3% | +2.6% |
| 30D | +0.9% | +5.5% | -4.7% | -1.6% |
| 3M | +1.6% | -3.6% | +5.2% | +2.6% |
| 6M | +46.8% | -15.0% | +61.8% | +54.7% |
| YTD | +65.5% | -23.0% | +88.6% | +81.2% |
| 1Y | +136.2% | -18.4% | +154.7% | +151.1% |
| All | +463.5% | +36.6% | +427.0% | +365.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling