+71.4%
BTI vs SBAC
+87.1%
-15.7%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | +0.2% |
| 7D | -0.2% | -2.1% | +1.9% | +0.3% |
| 30D | -1.1% | +2.0% | -3.1% | -1.6% |
| 3M | -8.8% | -8.3% | -0.5% | -7.2% |
| 6M | -4.0% | +0.3% | -4.3% | -4.9% |
| YTD | +0.4% | -2.2% | +2.6% | -0.2% |
| 1Y | +1.9% | -4.6% | +6.6% | +1.9% |
| 3Y | +108.5% | -8.3% | +116.8% | +107.7% |
| 5Y | +118.5% | -42.8% | +161.4% | +140.2% |
| All | +71.4% | +87.1% | -15.7% | +36.7% |
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