+1,470.1%
SPGI vs BTG
+392.0%
+1,078.1%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.5% |
| 7D | +0.1% | -0.9% | +1.0% | +0.2% |
| 30D | +8.4% | +36.8% | -28.4% | +6.5% |
| 3M | +11.8% | +23.1% | -11.3% | +10.4% |
| 6M | +5.7% | +3.5% | +2.2% | +5.0% |
| YTD | -9.7% | +25.5% | -35.2% | -11.4% |
| 1Y | -12.5% | +40.1% | -52.6% | -14.8% |
| 3Y | +21.8% | +101.1% | -79.3% | +15.3% |
| 5Y | +8.2% | +70.6% | -62.4% | +2.6% |
| 10Y | +309.5% | +152.1% | +157.4% | +276.5% |
| All | +1,470.1% | +392.0% | +1,078.1% | +1,057.2% |
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