+2,816.9%
BTI vs SBAC
+2,222.3%
+594.6%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.1% | +1.3% |
| 7D | +1.6% | +0.6% | +1.0% | +1.6% |
| 30D | +9.2% | +5.5% | +3.8% | +8.9% |
| 3M | +9.6% | +3.1% | +6.6% | +9.4% |
| 6M | -2.4% | -7.0% | +4.6% | -2.2% |
| YTD | +14.2% | +0.5% | +13.7% | +13.9% |
| 1Y | +20.3% | +0.2% | +20.1% | +20.0% |
| 3Y | +147.4% | -7.4% | +154.8% | +147.3% |
| 5Y | +155.4% | -39.7% | +195.1% | +160.1% |
| 10Y | +127.3% | +112.5% | +14.8% | +118.5% |
| All | +2,816.9% | +2,222.3% | +594.6% | +2,587.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling