-6.4%
SAP vs BTSG
+116.3%
-122.7%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | -2.5% | +4.0% | -6.5% | -2.3% |
| 30D | +7.5% | +15.3% | -7.8% | +8.0% |
| 3M | +11.6% | +25.4% | -13.8% | +12.6% |
| 6M | +37.6% | +31.9% | +5.8% | +36.2% |
| YTD | -2.0% | +93.9% | -95.9% | -7.5% |
| 1Y | -6.4% | +114.2% | -120.5% | -13.4% |
| All | -6.4% | +116.3% | -122.7% | -13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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