+262.8%
SGI vs BTG
+159.3%
+103.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.9% |
| 7D | -4.5% | -3.8% | -0.7% | -4.0% |
| 30D | +4.2% | +3.6% | +0.5% | +3.6% |
| 3M | -7.4% | +32.0% | -39.5% | -11.0% |
| 6M | -15.1% | +3.4% | -18.4% | -16.3% |
| YTD | -24.7% | +20.8% | -45.5% | -27.4% |
| 1Y | -21.8% | +22.4% | -44.2% | -25.1% |
| 3Y | +50.0% | +91.7% | -41.7% | +32.9% |
| 5Y | +48.9% | +79.0% | -30.0% | +30.8% |
| All | +262.8% | +159.3% | +103.5% | +212.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling