-21.6%
SAP vs BTI
+2.0%
-23.6%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -1.0% |
| 7D | -0.3% | -2.4% | +2.2% | -0.1% |
| 30D | +0.3% | -4.8% | +5.1% | +0.5% |
| 3M | +16.9% | -8.1% | +25.0% | +17.6% |
| 6M | +6.3% | -4.2% | +10.5% | +7.3% |
| YTD | -12.4% | -1.3% | -11.1% | -12.1% |
| 1Y | -21.6% | +2.1% | -23.7% | -21.3% |
| All | -21.6% | +2.0% | -23.6% | -21.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling