+151.3%
BTI vs SIMO
+170.7%
-19.5%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.7% | -7.0% | -1.1% |
| 7D | -2.9% | -8.2% | +5.2% | -3.1% |
| 30D | +8.3% | -34.6% | +42.9% | +7.3% |
| 3M | +2.9% | -32.6% | +35.5% | +2.1% |
| 6M | +6.2% | -31.8% | +38.0% | +5.4% |
| YTD | +10.9% | +87.6% | -76.7% | +9.9% |
| 1Y | +16.6% | +86.7% | -70.1% | +15.5% |
| 3Y | +142.2% | +227.4% | -85.2% | +137.6% |
| 5Y | +151.3% | +173.0% | -21.7% | +142.0% |
| All | +151.3% | +170.7% | -19.5% | +142.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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