+40.1%
SAP vs BTSG
+505.2%
-465.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | -2.5% | +4.0% | -6.5% | -2.8% |
| 30D | +7.5% | +15.3% | -7.8% | +6.0% |
| 3M | +11.6% | +25.4% | -13.8% | +9.1% |
| 6M | +37.6% | +31.9% | +5.8% | +31.9% |
| YTD | -2.0% | +93.9% | -95.9% | -11.8% |
| 1Y | -6.4% | +114.2% | -120.5% | -17.2% |
| All | +40.1% | +505.2% | -465.1% | +4.0% |
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