+23.9%
BTI vs SARO
-7.8%
+31.7%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.9% | +1.5% | +3.2% |
| 7D | +5.3% | +15.8% | -10.5% | +3.8% |
| 30D | +19.1% | +22.2% | -3.1% | +16.8% |
| 3M | +6.5% | -16.2% | +22.7% | +7.4% |
| 6M | +9.4% | +4.6% | +4.8% | +7.0% |
| YTD | +14.4% | -10.4% | +24.8% | +14.7% |
| 1Y | +23.9% | -6.5% | +30.4% | +23.5% |
| All | +23.9% | -7.8% | +31.7% | +23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 1y: compounded portfolio wealth divided by compounded SARO 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…
1y analysis · Full analysis span regression · 6 months rolling