+70.3%
BTI vs SM
+23.2%
+47.0%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.4% | +1.0% |
| 7D | -2.0% | +2.1% | -4.1% | -2.1% |
| 30D | -3.4% | +18.1% | -21.6% | -4.2% |
| 3M | -9.0% | +17.0% | -26.0% | -9.8% |
| 6M | -5.0% | +55.4% | -60.4% | -7.4% |
| YTD | -0.3% | +108.6% | -108.9% | -4.4% |
| 1Y | +3.1% | +45.7% | -42.5% | +0.5% |
| 3Y | +111.0% | -0.3% | +111.3% | +107.3% |
| 5Y | +117.0% | +113.0% | +4.0% | +102.0% |
| All | +70.3% | +23.2% | +47.0% | +39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 10y: compounded portfolio wealth divided by compounded SM 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…
10y analysis · Full analysis span regression · 6 months rolling