+497.7%
SBAC vs BTG
+332.2%
+165.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.6% |
| 7D | +0.6% | -9.1% | +9.7% | +1.3% |
| 30D | +5.5% | -1.6% | +7.1% | +5.4% |
| 3M | +3.1% | -2.8% | +5.9% | +3.1% |
| 6M | -7.0% | -7.6% | +0.6% | -7.0% |
| YTD | +0.5% | +10.2% | -9.7% | -1.5% |
| 1Y | +0.2% | +21.3% | -21.0% | -2.6% |
| 3Y | -7.4% | +82.7% | -90.0% | -14.0% |
| 5Y | -39.7% | +30.8% | -70.5% | -43.1% |
| 10Y | +112.5% | +163.7% | -51.2% | +85.6% |
| All | +497.7% | +332.2% | +165.6% | +243.3% |
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