+282.9%
SPGI vs BTG
+159.3%
+123.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | -7.4% | -3.8% | -3.6% | -7.2% |
| 30D | +0.4% | +3.6% | -3.3% | +0.1% |
| 3M | +5.3% | +32.0% | -26.8% | +3.0% |
| 6M | +1.7% | +3.4% | -1.7% | +0.8% |
| YTD | -16.4% | +20.8% | -37.1% | -18.4% |
| 1Y | -20.5% | +22.4% | -42.9% | -22.8% |
| 3Y | +14.2% | +91.7% | -77.5% | +5.4% |
| 5Y | +0.6% | +79.0% | -78.4% | -7.4% |
| All | +282.9% | +159.3% | +123.6% | +259.7% |
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