+70.3%
BTI vs SPG
+64.3%
+5.9%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | -2.0% | -2.2% | +0.2% | -1.6% |
| 30D | -3.4% | -5.8% | +2.3% | -2.4% |
| 3M | -9.0% | -2.8% | -6.2% | -8.5% |
| 6M | -5.0% | +8.9% | -13.9% | -6.3% |
| YTD | -0.3% | +14.3% | -14.6% | -2.6% |
| 1Y | +3.1% | +19.5% | -16.4% | 0.0% |
| 3Y | +111.0% | +106.9% | +4.1% | +84.1% |
| 5Y | +117.0% | +108.7% | +8.3% | +86.6% |
| All | +70.3% | +64.3% | +5.9% | +54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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