+78.7%
SAP vs BTDR
-44.0%
+122.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -8.6% | +9.0% | +0.6% |
| 7D | +0.6% | -6.9% | +7.5% | +0.8% |
| 30D | +6.5% | -31.5% | +38.1% | +7.4% |
| 3M | +12.2% | -36.1% | +48.3% | +13.2% |
| 6M | +46.1% | -57.6% | +103.7% | +48.3% |
| YTD | -1.6% | -50.0% | +48.4% | -1.3% |
| 1Y | -5.1% | -49.6% | +44.5% | -4.9% |
| 3Y | +68.4% | +48.5% | +19.8% | +57.5% |
| 5Y | +79.4% | -43.8% | +123.3% | +68.0% |
| All | +78.7% | -44.0% | +122.7% | +66.7% |
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