+114.5%
BTI vs SFM
+217.9%
-103.4%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.9% | +2.5% | -1.1% |
| 7D | -2.4% | -7.2% | +4.7% | -1.8% |
| 30D | -4.8% | -14.3% | +9.6% | -3.6% |
| 3M | -8.1% | -13.7% | +5.6% | -7.1% |
| 6M | -4.2% | -6.0% | +1.8% | -4.1% |
| YTD | -1.3% | -8.2% | +6.9% | -1.1% |
| 1Y | +2.1% | -46.2% | +48.4% | +7.1% |
| 3Y | +108.9% | +83.6% | +25.4% | +91.7% |
| 5Y | +114.5% | +212.7% | -98.2% | +77.9% |
| All | +114.5% | +217.9% | -103.4% | +77.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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