+13.7%
SPGI vs BTG
+30.0%
-16.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.2% |
| 7D | +1.2% | -9.1% | +10.3% | +2.0% |
| 30D | +15.9% | -1.6% | +17.5% | +15.9% |
| 3M | +12.3% | -2.8% | +15.1% | +12.2% |
| 6M | +23.7% | -7.6% | +31.3% | +23.6% |
| YTD | -3.5% | +10.2% | -13.8% | -6.3% |
| 1Y | +0.4% | +21.3% | -20.8% | -3.6% |
| 3Y | +29.9% | +82.7% | -52.8% | +14.0% |
| All | +13.7% | +30.0% | -16.2% | +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 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