-44.1%
SBAC vs BTG
+75.0%
-119.1%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.9% | 0.0% | -2.5% |
| 7D | -5.3% | -5.5% | +0.2% | -4.6% |
| 30D | +0.4% | +6.1% | -5.7% | -0.4% |
| 3M | -11.9% | +38.6% | -50.5% | -15.9% |
| 6M | -4.5% | +0.7% | -5.2% | -5.3% |
| YTD | -4.3% | +20.3% | -24.7% | -8.6% |
| 1Y | -3.9% | +25.0% | -28.9% | -9.5% |
| 3Y | -11.0% | +97.3% | -108.3% | -25.2% |
| 5Y | -44.1% | +78.3% | -122.4% | -52.1% |
| All | -44.1% | +75.0% | -119.1% | -52.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling