+159.5%
BTI vs SFM
+48.8%
+110.7%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | 0.0% | +1.3% |
| 7D | +1.6% | +6.0% | -4.4% | +1.1% |
| 30D | +9.2% | -19.5% | +28.7% | +11.0% |
| 3M | +9.6% | -37.0% | +46.7% | +14.1% |
| 6M | -2.4% | -41.0% | +38.6% | +2.0% |
| YTD | +14.2% | -34.6% | +48.9% | +17.8% |
| 1Y | +20.3% | -36.3% | +56.6% | +24.3% |
| 3Y | +147.4% | +24.5% | +122.9% | +133.9% |
| 5Y | +155.4% | +115.9% | +39.6% | +123.5% |
| 10Y | +127.3% | +139.5% | -12.2% | +90.8% |
| All | +159.5% | +48.8% | +110.7% | +121.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling