+83.7%
SBAC vs BTG
+159.3%
-75.6%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.9% | +2.2% |
| 7D | -2.1% | -3.8% | +1.7% | -1.8% |
| 30D | +2.0% | +3.6% | -1.6% | +1.6% |
| 3M | -8.3% | +32.0% | -40.3% | -11.0% |
| 6M | +0.3% | +3.4% | -3.0% | -0.8% |
| YTD | -2.2% | +20.8% | -23.0% | -5.2% |
| 1Y | -4.6% | +22.4% | -27.0% | -8.1% |
| 3Y | -8.3% | +91.7% | -100.0% | -16.9% |
| 5Y | -42.8% | +79.0% | -121.8% | -48.3% |
| All | +83.7% | +159.3% | -75.6% | +63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 10y: compounded portfolio wealth divided by compounded BTG 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…
10y analysis · Full analysis span regression · 6 months rolling