+39.9%
SAP vs BTSG
+504.1%
-464.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.8% | -6.4% | -2.0% |
| 7D | +1.5% | +3.8% | -2.3% | +1.1% |
| 30D | +8.8% | +13.7% | -4.9% | +7.4% |
| 3M | +12.1% | +18.0% | -5.9% | +10.1% |
| 6M | +34.6% | +32.2% | +2.4% | +28.9% |
| YTD | -2.1% | +93.6% | -95.7% | -12.0% |
| 1Y | -5.5% | +115.9% | -121.5% | -16.6% |
| All | +39.9% | +504.1% | -464.2% | +3.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling