+144.1%
BTI vs SN
+441.3%
-297.2%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | -3.0% | +3.5% | -6.6% | -3.1% |
| 30D | +9.8% | +19.4% | -9.7% | +9.3% |
| 3M | +9.2% | +20.9% | -11.7% | +8.6% |
| 6M | +4.0% | +111.1% | -107.1% | +2.6% |
| YTD | +12.7% | +102.8% | -90.1% | +11.2% |
| 1Y | +15.9% | +146.2% | -130.2% | +14.3% |
| All | +144.1% | +441.3% | -297.2% | +92.6% |
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