+154.4%
BTI vs SFM
+116.0%
+38.4%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | 0.0% | +1.3% |
| 7D | +1.6% | +6.0% | -4.4% | +1.2% |
| 30D | +9.2% | -19.5% | +28.7% | +10.7% |
| 3M | +9.6% | -37.0% | +46.7% | +13.4% |
| 6M | -2.4% | -41.0% | +38.6% | +1.3% |
| YTD | +14.2% | -34.6% | +48.9% | +17.3% |
| 1Y | +20.3% | -36.3% | +56.6% | +23.7% |
| 3Y | +147.4% | +24.5% | +122.9% | +135.1% |
| All | +154.4% | +116.0% | +38.4% | +124.9% |
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