+118.3%
BTI vs SIRI
-41.5%
+159.8%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.6% |
| 7D | -0.2% | +0.6% | -0.8% | -0.2% |
| 30D | -1.1% | +2.5% | -3.6% | -1.2% |
| 3M | -8.8% | +6.6% | -15.4% | -9.1% |
| 6M | -4.0% | +32.9% | -36.8% | -5.5% |
| YTD | +0.4% | +50.5% | -50.1% | -2.0% |
| 1Y | +1.9% | +28.0% | -26.0% | +0.4% |
| 3Y | +108.5% | -22.4% | +130.9% | +109.9% |
| All | +118.3% | -41.5% | +159.8% | +124.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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