+494.1%
SBAC vs BTG
+392.0%
+102.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -1.0% |
| 7D | -0.8% | -0.9% | +0.1% | -0.7% |
| 30D | +6.9% | +36.8% | -29.9% | +4.2% |
| 3M | -8.2% | +23.1% | -31.3% | -10.0% |
| 6M | -1.6% | +3.5% | -5.1% | -2.6% |
| YTD | -0.1% | +25.5% | -25.6% | -2.9% |
| 1Y | -0.5% | +40.1% | -40.6% | -4.4% |
| 3Y | -9.1% | +101.1% | -110.2% | -16.1% |
| 5Y | -43.8% | +70.6% | -114.4% | -47.9% |
| 10Y | +80.5% | +152.1% | -71.6% | +57.8% |
| All | +494.1% | +392.0% | +102.1% | +238.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling