+13,845.6%
SPGI vs BTI
+6,053.3%
+7,792.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.3% |
| 7D | +0.1% | -1.4% | +1.5% | +0.5% |
| 30D | +8.4% | -6.6% | +15.0% | +10.2% |
| 3M | +11.8% | -3.0% | +14.8% | +12.5% |
| 6M | +5.7% | -6.7% | +12.4% | +6.9% |
| YTD | -9.7% | +0.6% | -10.2% | -10.4% |
| 1Y | -12.5% | +5.6% | -18.1% | -14.3% |
| 3Y | +21.8% | +110.3% | -88.5% | 0.0% |
| 5Y | +8.2% | +114.3% | -106.1% | -12.3% |
| 10Y | +309.5% | +67.7% | +241.9% | +242.3% |
| All | +13,845.6% | +6,053.3% | +7,792.3% | +7,394.0% |
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