+2,233.8%
SAP vs BTI
+3,722.1%
-1,488.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.6% |
| 7D | -2.9% | -1.4% | -1.5% | -2.5% |
| 30D | +9.0% | -6.6% | +15.6% | +10.9% |
| 3M | +14.9% | -3.0% | +17.9% | +15.7% |
| 6M | +11.9% | -6.7% | +18.6% | +13.3% |
| YTD | -9.9% | +0.6% | -10.5% | -10.7% |
| 1Y | -19.5% | +5.6% | -25.1% | -21.5% |
| 3Y | +61.8% | +110.3% | -48.5% | +29.5% |
| 5Y | +56.2% | +114.3% | -58.1% | +23.7% |
| 10Y | +180.6% | +67.7% | +113.0% | +130.1% |
| All | +2,233.8% | +3,722.1% | -1,488.3% | +1,104.1% |
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