+131.9%
BTI vs SBAC
+114.8%
+17.1%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.1% | +1.1% |
| 7D | +1.6% | +0.6% | +1.0% | +1.5% |
| 30D | +9.2% | +5.5% | +3.8% | +7.9% |
| 3M | +9.6% | +3.1% | +6.6% | +8.7% |
| 6M | -2.4% | -7.0% | +4.6% | -1.4% |
| YTD | +14.2% | +0.5% | +13.7% | +12.8% |
| 1Y | +20.3% | +0.2% | +20.1% | +18.8% |
| 3Y | +147.4% | -7.4% | +154.8% | +146.0% |
| 5Y | +155.4% | -39.7% | +195.1% | +176.6% |
| All | +131.9% | +114.8% | +17.1% | +93.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 10y: compounded portfolio wealth divided by compounded SBAC 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…
10y analysis · Full analysis span regression · 6 months rolling