+236.6%
SAP vs BTI
+131.8%
+104.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | -0.1% |
| 7D | +0.6% | +1.6% | -1.0% | +0.1% |
| 30D | +6.5% | +9.2% | -2.7% | +3.8% |
| 3M | +12.2% | +9.6% | +2.6% | +9.1% |
| 6M | +46.1% | -2.4% | +48.5% | +46.6% |
| YTD | -1.6% | +14.2% | -15.8% | -6.4% |
| 1Y | -5.1% | +20.3% | -25.4% | -11.3% |
| 3Y | +68.4% | +147.4% | -79.1% | +21.8% |
| 5Y | +79.4% | +155.4% | -76.0% | +27.0% |
| All | +236.6% | +131.8% | +104.8% | +121.2% |
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