+16.4%
SPGI vs BTG
+99.9%
-83.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.7% | -4.2% | -2.6% |
| 7D | -3.1% | +2.4% | -5.5% | -3.2% |
| 30D | +2.0% | +9.5% | -7.5% | +1.6% |
| 3M | +4.3% | +38.5% | -34.2% | +2.9% |
| 6M | -0.2% | +5.6% | -5.9% | -0.9% |
| YTD | -14.8% | +23.9% | -38.7% | -16.3% |
| 1Y | -18.5% | +32.1% | -50.7% | -20.8% |
| All | +16.4% | +99.9% | -83.5% | +8.1% |
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