+505.5%
SAP vs BTG
+336.6%
+168.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.2% | +4.2% | +0.3% |
| 7D | -3.9% | -5.9% | +2.0% | -3.5% |
| 30D | +6.5% | -5.0% | +11.5% | +6.7% |
| 3M | +14.7% | -4.5% | +19.1% | +14.8% |
| 6M | +39.9% | -7.0% | +46.9% | +39.9% |
| YTD | -2.0% | +11.4% | -13.3% | -3.6% |
| 1Y | -6.0% | +20.1% | -26.2% | -8.1% |
| 3Y | +67.7% | +81.5% | -13.8% | +57.4% |
| 5Y | +78.8% | +32.1% | +46.6% | +69.9% |
| 10Y | +229.3% | +166.4% | +62.9% | +195.6% |
| All | +505.5% | +336.6% | +168.9% | +336.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling