+2.1%
BTI vs SN
+47.2%
-45.0%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.3% | +1.8% | -1.2% |
| 7D | -2.4% | -3.4% | +1.0% | -2.1% |
| 30D | -4.8% | -9.1% | +4.3% | -4.1% |
| 3M | -8.1% | +31.8% | -39.9% | -10.3% |
| 6M | -4.2% | +52.0% | -56.2% | -7.8% |
| YTD | -1.3% | +51.3% | -52.6% | -4.9% |
| All | +2.1% | +47.2% | -45.0% | -4.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling