+56.5%
SAP vs BTDR
+8.5%
+48.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.3% | -4.0% | -1.8% |
| 7D | -0.3% | +22.4% | -22.7% | -1.0% |
| 30D | +2.6% | +16.5% | -13.9% | +1.9% |
| 3M | +16.3% | -31.5% | +47.7% | +17.5% |
| 6M | +6.4% | +74.0% | -67.7% | +2.9% |
| YTD | -11.4% | +13.0% | -24.4% | -13.1% |
| 1Y | -20.4% | -0.2% | -20.2% | -22.1% |
| 3Y | +56.5% | +9.9% | +46.6% | +46.3% |
| All | +56.5% | +8.5% | +48.0% | +46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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