+5,282.1%
BTI vs SM
+1,434.4%
+3,847.7%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.4% |
| 7D | +1.6% | +9.4% | -7.7% | +1.0% |
| 30D | +9.2% | -14.4% | +23.6% | +10.1% |
| 3M | +9.6% | +1.6% | +8.1% | +9.2% |
| 6M | -2.4% | +6.3% | -8.8% | -3.5% |
| YTD | +14.2% | +78.8% | -64.5% | +8.7% |
| 1Y | +20.3% | +83.1% | -62.8% | +14.3% |
| 3Y | +147.4% | -5.9% | +153.3% | +141.8% |
| 5Y | +155.4% | +4.8% | +150.6% | +143.0% |
| 10Y | +127.3% | +17.5% | +109.8% | +82.0% |
| All | +5,282.1% | +1,434.4% | +3,847.7% | +3,642.0% |
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 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