+14.6%
SPGI vs BTSG
+493.4%
-478.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.1% |
| 7D | +1.2% | +6.0% | -4.8% | +0.7% |
| 30D | +15.9% | +12.4% | +3.5% | +14.5% |
| 3M | +12.3% | +18.2% | -5.9% | +10.3% |
| 6M | +23.7% | +26.0% | -2.3% | +19.8% |
| YTD | -3.5% | +90.1% | -93.7% | -11.5% |
| 1Y | +0.4% | +124.3% | -123.9% | -9.6% |
| All | +14.6% | +493.4% | -478.8% | -7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 3y: compounded portfolio wealth divided by compounded BTSG 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…
3y analysis · Full analysis span regression · 6 months rolling