+507.6%
SAP vs BTG
+332.2%
+175.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.4% |
| 7D | +0.6% | -9.1% | +9.7% | +1.2% |
| 30D | +6.5% | -1.6% | +8.1% | +6.5% |
| 3M | +12.2% | -2.8% | +15.0% | +12.2% |
| 6M | +46.1% | -7.6% | +53.7% | +46.1% |
| YTD | -1.6% | +10.2% | -11.8% | -3.2% |
| 1Y | -5.1% | +21.3% | -26.4% | -7.3% |
| 3Y | +68.4% | +82.7% | -14.3% | +58.0% |
| 5Y | +79.4% | +30.8% | +48.6% | +70.7% |
| 10Y | +230.5% | +163.7% | +66.8% | +196.9% |
| All | +507.6% | +332.2% | +175.5% | +338.7% |
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