-12.1%
SGI vs BTG
+24.4%
-36.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +8.7% | -1.9% | +5.5% |
| 7D | +12.1% | -0.2% | +12.2% | +11.9% |
| 30D | +12.1% | -0.8% | +12.8% | +11.8% |
| 3M | +0.4% | +31.8% | -31.4% | -4.1% |
| 6M | -4.0% | +20.4% | -24.4% | -7.9% |
| YTD | -21.2% | +14.7% | -36.0% | -21.8% |
| 1Y | -12.1% | +29.4% | -41.4% | -11.0% |
| All | -12.1% | +24.4% | -36.5% | -11.0% |
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