+171.9%
SAP vs BTG
+159.3%
+12.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.2% |
| 7D | -4.1% | -3.8% | -0.3% | -3.7% |
| 30D | +1.1% | +3.6% | -2.6% | +0.7% |
| 3M | +26.1% | +32.0% | -5.9% | +22.3% |
| 6M | +9.8% | +3.4% | +6.4% | +8.5% |
| YTD | -13.6% | +20.8% | -34.4% | -16.2% |
| 1Y | -18.7% | +22.4% | -41.1% | -21.6% |
| 3Y | +54.1% | +91.7% | -37.6% | +39.4% |
| 5Y | +54.7% | +79.0% | -24.3% | +39.4% |
| All | +171.9% | +159.3% | +12.6% | +144.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 10y: compounded portfolio wealth divided by compounded BTG 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…
10y analysis · Full analysis span regression · 6 months rolling