+114.5%
BTI vs SBAC
-44.9%
+159.4%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.3% |
| 7D | -2.4% | +0.2% | -2.6% | -2.5% |
| 30D | -4.8% | +3.9% | -8.6% | -5.4% |
| 3M | -8.1% | -8.2% | +0.1% | -6.9% |
| 6M | -4.2% | -2.8% | -1.4% | -4.2% |
| YTD | -1.3% | -1.5% | +0.2% | -1.7% |
| 1Y | +2.1% | 0.0% | +2.1% | +1.4% |
| 3Y | +108.9% | -8.4% | +117.3% | +109.1% |
| 5Y | +114.5% | -43.5% | +158.0% | +127.5% |
| All | +114.5% | -44.9% | +159.4% | +127.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling