+4,637.8%
BTI vs SM
+1,608.3%
+3,029.5%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | -0.9% |
| 7D | -1.4% | +0.1% | -1.5% | -1.4% |
| 30D | -6.6% | +26.3% | -32.9% | -8.1% |
| 3M | -3.0% | +8.7% | -11.7% | -3.8% |
| 6M | -6.7% | +51.7% | -58.4% | -9.8% |
| YTD | +0.6% | +99.0% | -98.5% | -4.7% |
| 1Y | +5.6% | +34.6% | -29.0% | +2.5% |
| 3Y | +110.3% | -7.8% | +118.1% | +106.2% |
| 5Y | +114.3% | +104.8% | +9.5% | +94.7% |
| 10Y | +67.7% | +7.2% | +60.4% | +35.5% |
| All | +4,637.8% | +1,608.3% | +3,029.5% | +3,179.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling