+112.1%
BTI vs SN
+430.5%
-318.4%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.4% |
| 7D | -1.4% | +0.1% | -1.5% | -1.4% |
| 30D | -7.0% | -5.6% | -1.4% | -6.9% |
| 3M | -6.3% | +48.1% | -54.4% | -7.4% |
| 6M | -2.0% | +57.6% | -59.6% | -3.4% |
| YTD | +0.2% | +56.5% | -56.3% | -1.2% |
| 1Y | +3.8% | +52.6% | -48.8% | +2.1% |
| 3Y | +112.1% | +412.0% | -299.9% | +66.4% |
| All | +112.1% | +430.5% | -318.4% | +66.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling