-21.8%
SGI vs BTG
+25.2%
-47.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -10.8% |
| 6M | -15.1% | +3.4% | -18.4% | -16.8% |
| YTD | -24.7% | +20.8% | -45.5% | -25.9% |
| 1Y | -21.8% | +22.4% | -44.2% | -23.9% |
| All | -21.8% | +25.2% | -47.0% | -23.9% |
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