-18.9%
SGI vs BTG
+38.4%
-57.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.7% |
| 7D | +8.5% | -0.9% | +9.4% | +8.6% |
| 30D | +0.7% | +36.8% | -36.2% | -3.3% |
| 3M | +0.6% | +23.1% | -22.5% | -2.5% |
| 6M | -17.9% | +3.5% | -21.4% | -19.7% |
| YTD | -21.2% | +25.5% | -46.7% | -22.9% |
| 1Y | -18.9% | +40.1% | -59.0% | -20.1% |
| All | -18.9% | +38.4% | -57.2% | -20.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling