+296.4%
SPGI vs BTI
+68.1%
+228.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.5% | -1.1% | -2.1% |
| 7D | -3.1% | -2.4% | -0.7% | -2.4% |
| 30D | +2.0% | -4.8% | +6.8% | +3.6% |
| 3M | +4.3% | -8.1% | +12.4% | +6.8% |
| 6M | -0.2% | -4.2% | +4.0% | +0.4% |
| YTD | -14.8% | -1.3% | -13.5% | -15.3% |
| 1Y | -18.5% | +2.1% | -20.7% | -20.0% |
| 3Y | +16.0% | +108.9% | -93.0% | -11.3% |
| 5Y | +2.2% | +114.5% | -112.3% | -24.0% |
| 10Y | +296.4% | +72.2% | +224.2% | +197.9% |
| All | +296.4% | +68.1% | +228.3% | +197.9% |
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