+3.9%
SPGI vs BTSG
+421.3%
-417.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.0% | -6.2% | -3.5% |
| 7D | -2.5% | +5.7% | -8.2% | -3.0% |
| 30D | +5.4% | +0.2% | +5.2% | +5.3% |
| 3M | +9.0% | +5.6% | +3.4% | +7.8% |
| 6M | +0.8% | +50.8% | -50.0% | -5.1% |
| YTD | -12.6% | +67.0% | -79.6% | -18.7% |
| 1Y | -16.1% | +145.5% | -161.7% | -25.7% |
| All | +3.9% | +421.3% | -417.5% | -15.2% |
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