+152.0%
BTI vs SM
-0.1%
+152.1%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.6% | -5.2% | +0.2% |
| 7D | -3.0% | +0.3% | -3.4% | -3.1% |
| 30D | +9.8% | -17.3% | +27.1% | +10.4% |
| 3M | +9.2% | -3.6% | +12.8% | +9.1% |
| 6M | +4.0% | +2.9% | +1.1% | +3.4% |
| YTD | +12.7% | +70.2% | -57.5% | +8.6% |
| 1Y | +15.9% | +66.5% | -50.6% | +11.8% |
| 3Y | +148.9% | -8.2% | +157.1% | +144.8% |
| All | +152.0% | -0.1% | +152.1% | +143.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling