+2.2%
SPGI vs BTG
+75.0%
-72.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.7% | -4.2% | -2.7% |
| 7D | -3.1% | +2.4% | -5.5% | -3.3% |
| 30D | +2.0% | +9.5% | -7.5% | +1.2% |
| 3M | +4.3% | +38.5% | -34.2% | +1.3% |
| 6M | -0.2% | +5.6% | -5.9% | -1.4% |
| YTD | -14.8% | +23.9% | -38.7% | -17.6% |
| 1Y | -18.5% | +32.1% | -50.7% | -22.4% |
| 3Y | +16.0% | +103.2% | -87.2% | +2.0% |
| 5Y | +2.2% | +79.7% | -77.5% | -8.8% |
| All | +2.2% | +75.0% | -72.8% | -8.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling