+15.0%
SPGI vs BTSG
+505.2%
-490.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | -1.4% | +4.0% | -5.4% | -1.7% |
| 30D | +15.3% | +15.3% | 0.0% | +13.6% |
| 3M | +16.5% | +25.4% | -8.9% | +13.9% |
| 6M | +19.8% | +31.9% | -12.0% | +15.5% |
| YTD | -3.2% | +93.9% | -97.2% | -11.4% |
| 1Y | +1.8% | +114.2% | -112.4% | -7.9% |
| All | +15.0% | +505.2% | -490.2% | -7.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling