+32.8%
SPG vs BTG
+17.5%
+15.2%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.2% |
| 7D | +2.0% | -9.1% | +11.1% | +2.3% |
| 30D | +17.2% | -1.6% | +18.9% | +17.2% |
| 3M | +6.3% | -2.8% | +9.1% | +6.3% |
| 6M | +18.7% | -7.6% | +26.3% | +19.2% |
| YTD | +30.1% | +10.2% | +19.9% | +27.4% |
| 1Y | +32.8% | +21.3% | +11.5% | +28.2% |
| All | +32.8% | +17.5% | +15.2% | +28.2% |
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