+14,839.3%
SPGI vs BTI
+6,795.3%
+8,044.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | -1.4% | -3.0% | +1.7% | -0.6% |
| 30D | +15.3% | +9.8% | +5.5% | +12.7% |
| 3M | +16.5% | +9.2% | +7.3% | +14.1% |
| 6M | +19.8% | +4.0% | +15.8% | +18.3% |
| YTD | -3.2% | +12.7% | -15.9% | -6.6% |
| 1Y | +1.8% | +15.9% | -14.1% | -2.5% |
| 3Y | +30.6% | +148.9% | -118.3% | +3.0% |
| 5Y | +16.0% | +152.8% | -136.7% | -9.6% |
| 10Y | +338.6% | +124.2% | +214.4% | +243.3% |
| All | +14,839.3% | +6,795.3% | +8,044.0% | +7,711.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling