+419.5%
SPG vs BTG
+392.0%
+27.5%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.9% |
| 7D | -2.4% | -0.9% | -1.5% | -2.4% |
| 30D | -6.8% | +36.8% | -43.7% | -8.6% |
| 3M | +2.7% | +23.1% | -20.4% | +1.2% |
| 6M | +5.5% | +3.5% | +2.0% | +4.7% |
| YTD | +15.7% | +25.5% | -9.8% | +13.3% |
| 1Y | +20.9% | +40.1% | -19.2% | +17.3% |
| 3Y | +112.4% | +101.1% | +11.3% | +100.0% |
| 5Y | +101.4% | +70.6% | +30.8% | +90.0% |
| 10Y | +60.6% | +152.1% | -91.5% | +45.3% |
| All | +419.5% | +392.0% | +27.5% | +329.9% |
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