+114.5%
BTI vs SM
+119.2%
-4.8%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.5% |
| 7D | -2.4% | -0.2% | -2.2% | -2.4% |
| 30D | -4.8% | +20.3% | -25.1% | -5.5% |
| 3M | -8.1% | +22.9% | -31.0% | -9.0% |
| 6M | -4.2% | +47.8% | -52.0% | -6.2% |
| YTD | -1.3% | +107.5% | -108.8% | -5.2% |
| 1Y | +2.1% | +51.7% | -49.6% | -0.4% |
| 3Y | +108.9% | -0.9% | +109.8% | +106.5% |
| 5Y | +114.5% | +112.2% | +2.2% | +94.8% |
| All | +114.5% | +119.2% | -4.8% | +94.8% |
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