+63.7%
SAP vs BTDR
+23.8%
+39.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.9% | -4.8% | -1.0% |
| 7D | -2.9% | +20.0% | -22.9% | -3.5% |
| 30D | +9.0% | +11.9% | -2.9% | +8.5% |
| 3M | +14.9% | -36.9% | +51.9% | +16.3% |
| 6M | +11.9% | +56.5% | -44.6% | +9.0% |
| YTD | -9.9% | +10.4% | -20.3% | -11.3% |
| 1Y | -19.5% | +3.1% | -22.6% | -21.2% |
| 3Y | +61.8% | -2.6% | +64.4% | +51.8% |
| 5Y | +56.2% | +25.2% | +31.0% | +43.5% |
| All | +63.7% | +23.8% | +39.9% | +49.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling