+70.8%
SAP vs BTI
+155.8%
-85.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.5% | -0.7% | -3.4% |
| 7D | -0.7% | -1.0% | +0.4% | -0.4% |
| 30D | +11.1% | +13.0% | -1.9% | +8.3% |
| 3M | +17.0% | +5.3% | +11.7% | +15.7% |
| 6M | +34.8% | +5.3% | +29.5% | +32.9% |
| YTD | -2.2% | +12.4% | -14.6% | -5.4% |
| 1Y | -6.4% | +18.9% | -25.4% | -10.8% |
| 3Y | +75.1% | +144.0% | -68.9% | +33.9% |
| All | +70.8% | +155.8% | -85.0% | +25.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling