+1,768.0%
BTI vs SNY
+241.9%
+1,526.1%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -0.2% | -3.3% | +3.1% | +1.0% |
| 30D | -1.1% | -2.2% | +1.1% | -0.4% |
| 3M | -8.8% | -3.0% | -5.7% | -7.9% |
| 6M | -4.0% | +2.7% | -6.7% | -5.2% |
| YTD | +0.4% | -6.8% | +7.2% | +2.5% |
| 1Y | +1.9% | -5.3% | +7.2% | +3.0% |
| 3Y | +108.5% | -9.8% | +118.3% | +108.5% |
| 5Y | +118.5% | +9.7% | +108.9% | +99.7% |
| 10Y | +75.1% | +64.5% | +10.6% | +34.6% |
| All | +1,768.0% | +241.9% | +1,526.1% | +960.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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