+26.6%
SAP vs BTSG
+421.3%
-394.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.0% | -4.7% | -2.0% |
| 7D | -0.3% | +5.7% | -6.0% | -0.8% |
| 30D | +2.6% | +0.2% | +2.4% | +2.5% |
| 3M | +16.3% | +5.6% | +10.6% | +14.5% |
| 6M | +6.4% | +50.8% | -44.4% | -1.1% |
| YTD | -11.4% | +67.0% | -78.5% | -19.1% |
| 1Y | -20.4% | +145.5% | -165.9% | -31.8% |
| All | +26.6% | +421.3% | -394.8% | -4.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling