+56.8%
SAP vs BTI
+115.0%
-58.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.6% |
| 7D | -0.3% | -1.4% | +1.1% | 0.0% |
| 30D | +2.6% | -7.0% | +9.6% | +4.1% |
| 3M | +16.3% | -6.3% | +22.6% | +17.8% |
| 6M | +6.4% | -2.0% | +8.4% | +6.4% |
| YTD | -11.4% | +0.2% | -11.6% | -12.2% |
| 1Y | -20.4% | +3.8% | -24.2% | -21.9% |
| 3Y | +56.5% | +112.1% | -55.6% | +22.5% |
| 5Y | +56.8% | +113.6% | -56.8% | +17.3% |
| All | +56.8% | +115.0% | -58.2% | +17.3% |
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 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