+47.5%
SGI vs BTG
+75.0%
-27.5%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.9% | -0.2% | -2.7% |
| 7D | -4.9% | -5.5% | +0.6% | -4.2% |
| 30D | +1.6% | +6.1% | -4.5% | +0.7% |
| 3M | -3.2% | +38.6% | -41.8% | -7.8% |
| 6M | -16.0% | +0.7% | -16.7% | -17.1% |
| YTD | -25.4% | +20.3% | -45.8% | -28.3% |
| 1Y | -21.6% | +25.0% | -46.6% | -25.6% |
| 3Y | +52.9% | +97.3% | -44.4% | +31.4% |
| 5Y | +47.5% | +78.3% | -30.8% | +27.8% |
| All | +47.5% | +75.0% | -27.5% | +27.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling