+6,024.9%
BTI vs SAN
+2,116.5%
+3,908.4%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.9% |
| 7D | -1.4% | +1.8% | -3.2% | -1.8% |
| 30D | -6.6% | +2.0% | -8.6% | -7.0% |
| 3M | -3.0% | +19.7% | -22.7% | -7.0% |
| 6M | -6.7% | +30.6% | -37.3% | -12.5% |
| YTD | +0.6% | +28.8% | -28.3% | -5.7% |
| 1Y | +5.6% | +57.8% | -52.2% | -5.4% |
| 3Y | +110.3% | +338.1% | -227.8% | +48.4% |
| 5Y | +114.3% | +384.2% | -269.9% | +44.4% |
| 10Y | +67.7% | +353.1% | -285.5% | +8.9% |
| All | +6,024.9% | +2,116.5% | +3,908.4% | +2,260.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling