+103.9%
BTI vs SN
+453.9%
-350.0%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.0% | +4.9% | +1.1% |
| 7D | -2.0% | -7.2% | +5.2% | -1.7% |
| 30D | -3.4% | -13.4% | +9.9% | -3.0% |
| 3M | -9.0% | +26.8% | -35.8% | -9.7% |
| 6M | -5.0% | +44.6% | -49.6% | -6.2% |
| YTD | -0.3% | +45.3% | -45.6% | -1.6% |
| 1Y | +3.1% | +40.1% | -37.0% | +1.7% |
| 3Y | +111.0% | +375.3% | -264.3% | +83.7% |
| All | +103.9% | +453.9% | -350.0% | +78.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 10y: compounded portfolio wealth divided by compounded SN 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…
10y analysis · Full analysis span regression · 6 months rolling