+136.5%
BTI vs SITM
+4,437.5%
-4,301.0%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.4% |
| 7D | -2.4% | +3.7% | -6.1% | -2.5% |
| 30D | -4.8% | -14.5% | +9.7% | -4.4% |
| 3M | -8.1% | -10.6% | +2.4% | -8.1% |
| 6M | -4.2% | +65.5% | -69.7% | -6.7% |
| YTD | -1.3% | +67.0% | -68.3% | -4.1% |
| 1Y | +2.1% | +138.6% | -136.5% | -2.4% |
| 3Y | +108.9% | +421.8% | -312.9% | +87.4% |
| 5Y | +114.5% | +172.4% | -58.0% | +91.4% |
| All | +136.5% | +4,437.5% | -4,301.0% | +58.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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