+334.0%
SPGI vs BTI
+125.1%
+208.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.1% |
| 7D | +1.6% | -0.1% | +1.7% | +1.6% |
| 30D | +16.1% | +9.6% | +6.5% | +12.9% |
| 3M | +15.5% | +8.3% | +7.1% | +12.7% |
| 6M | +19.6% | +7.5% | +12.1% | +16.5% |
| YTD | -3.6% | +12.3% | -15.8% | -7.9% |
| 1Y | +2.2% | +16.2% | -14.0% | -3.5% |
| 3Y | +30.1% | +148.0% | -117.9% | -6.0% |
| 5Y | +14.9% | +153.2% | -138.3% | -19.2% |
| 10Y | +334.0% | +128.2% | +205.7% | +189.8% |
| All | +334.0% | +125.1% | +208.9% | +189.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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