+224.0%
SAP vs BTI
+125.1%
+98.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.2% | -2.8% | -1.9% |
| 7D | +1.5% | -0.1% | +1.6% | +1.6% |
| 30D | +8.8% | +9.6% | -0.8% | +5.9% |
| 3M | +12.1% | +8.3% | +3.8% | +9.4% |
| 6M | +34.6% | +7.5% | +27.1% | +31.0% |
| YTD | -2.1% | +12.3% | -14.4% | -6.4% |
| 1Y | -5.5% | +16.2% | -21.8% | -10.7% |
| 3Y | +67.4% | +148.0% | -80.5% | +20.9% |
| 5Y | +74.6% | +153.2% | -78.7% | +23.9% |
| 10Y | +224.0% | +128.2% | +95.8% | +118.8% |
| All | +224.0% | +125.1% | +98.9% | +118.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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