+2,435.9%
SAP vs BTI
+4,166.8%
-1,730.9%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.2% | -2.8% | -1.9% |
| 7D | +1.5% | -0.1% | +1.6% | +1.5% |
| 30D | +8.8% | +9.6% | -0.8% | +6.2% |
| 3M | +12.1% | +8.3% | +3.8% | +9.6% |
| 6M | +34.6% | +7.5% | +27.1% | +31.4% |
| YTD | -2.1% | +12.3% | -14.4% | -5.8% |
| 1Y | -5.5% | +16.2% | -21.8% | -10.0% |
| 3Y | +67.4% | +148.0% | -80.5% | +28.3% |
| 5Y | +74.6% | +153.2% | -78.7% | +32.2% |
| 10Y | +224.0% | +128.2% | +95.8% | +145.5% |
| All | +2,435.9% | +4,166.8% | -1,730.9% | +1,170.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling