+62.0%
SPG vs BTG
+158.3%
-96.4%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.9% | +3.0% | +0.3% |
| 7D | -2.2% | -5.5% | +3.3% | -1.8% |
| 30D | -5.8% | +6.1% | -11.9% | -6.3% |
| 3M | -2.8% | +38.6% | -41.4% | -5.7% |
| 6M | +8.9% | +0.7% | +8.2% | +8.0% |
| YTD | +14.3% | +20.3% | -6.1% | +11.1% |
| 1Y | +19.5% | +25.0% | -5.6% | +15.2% |
| 3Y | +106.9% | +97.3% | +9.5% | +88.2% |
| 5Y | +108.7% | +78.3% | +30.4% | +89.5% |
| All | +62.0% | +158.3% | -96.4% | +39.6% |
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