-10.3%
SBAC vs BTG
+93.4%
-103.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.2% | +0.4% | -2.6% |
| 7D | -5.3% | -5.8% | +0.5% | -4.8% |
| 30D | +0.4% | +5.7% | -5.3% | -0.1% |
| 3M | -11.9% | +38.1% | -50.0% | -14.6% |
| 6M | -4.5% | +0.3% | -4.8% | -4.8% |
| YTD | -4.3% | +19.9% | -24.2% | -7.3% |
| 1Y | -3.9% | +24.6% | -28.5% | -8.0% |
| All | -10.3% | +93.4% | -103.7% | -22.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling