+114.5%
BTI vs SAN
+384.1%
-269.6%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.3% |
| 7D | -2.4% | -0.5% | -1.9% | -2.3% |
| 30D | -4.8% | -0.1% | -4.7% | -4.8% |
| 3M | -8.1% | +19.6% | -27.8% | -11.5% |
| 6M | -4.2% | +32.7% | -36.9% | -9.9% |
| YTD | -1.3% | +26.7% | -28.0% | -6.6% |
| 1Y | +2.1% | +51.6% | -49.5% | -6.9% |
| 3Y | +108.9% | +348.7% | -239.8% | +46.6% |
| 5Y | +114.5% | +378.7% | -264.3% | +40.3% |
| All | +114.5% | +384.1% | -269.6% | +40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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