+106.5%
SPG vs BTG
+99.9%
+6.6%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.7% | -4.1% | -2.5% |
| 7D | -1.7% | +2.4% | -4.1% | -1.8% |
| 30D | -6.3% | +9.5% | -15.8% | -6.8% |
| 3M | -2.4% | +38.5% | -40.9% | -4.5% |
| 6M | +9.6% | +5.6% | +4.0% | +8.9% |
| YTD | +14.2% | +23.9% | -9.7% | +11.6% |
| 1Y | +19.3% | +32.1% | -12.8% | +15.1% |
| All | +106.5% | +99.9% | +6.6% | +85.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling