+5,208.2%
BTI vs SM
+1,436.3%
+3,771.9%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.2% | -5.2% | -0.3% |
| 7D | -3.2% | +10.6% | -13.8% | -3.9% |
| 30D | +9.7% | -15.0% | +24.7% | +10.6% |
| 3M | +11.1% | +1.7% | +9.4% | +10.6% |
| 6M | -1.2% | +5.9% | -7.1% | -2.2% |
| YTD | +12.7% | +79.0% | -66.3% | +7.2% |
| 1Y | +15.8% | +84.7% | -68.9% | +9.9% |
| 3Y | +148.9% | -3.5% | +152.4% | +142.8% |
| 5Y | +151.9% | +4.9% | +147.0% | +139.6% |
| 10Y | +124.2% | +17.7% | +106.5% | +79.5% |
| All | +5,208.2% | +1,436.3% | +3,771.9% | +3,590.3% |
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