+3,412.8%
SGI vs BTG
+392.0%
+3,020.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.6% |
| 7D | +8.5% | -0.9% | +9.4% | +8.6% |
| 30D | +0.7% | +36.8% | -36.2% | -2.0% |
| 3M | +0.6% | +23.1% | -22.5% | -1.3% |
| 6M | -17.9% | +3.5% | -21.4% | -18.7% |
| YTD | -21.2% | +25.5% | -46.7% | -23.2% |
| 1Y | -18.9% | +40.1% | -59.0% | -21.9% |
| 3Y | +52.6% | +101.1% | -48.5% | +41.3% |
| 5Y | +60.7% | +70.6% | -9.9% | +49.2% |
| 10Y | +278.1% | +152.1% | +126.0% | +236.8% |
| All | +3,412.8% | +392.0% | +3,020.8% | +2,156.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling