+28.7%
SAP vs BTSG
+406.1%
-377.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.3% | -0.8% |
| 7D | -2.9% | +2.7% | -5.6% | -3.1% |
| 30D | +9.0% | -3.6% | +12.6% | +9.3% |
| 3M | +14.9% | +5.8% | +9.1% | +13.1% |
| 6M | +11.9% | +44.7% | -32.8% | +4.5% |
| YTD | -9.9% | +62.2% | -72.1% | -17.5% |
| 1Y | -19.5% | +152.1% | -171.6% | -31.6% |
| All | +28.7% | +406.1% | -377.3% | -2.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling