+108.2%
BTI vs SPG
+111.6%
-3.5%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.5% | -0.6% |
| 7D | -1.4% | 0.0% | -1.4% | -1.4% |
| 30D | -7.0% | -4.9% | -2.1% | -6.2% |
| 3M | -6.3% | +3.3% | -9.6% | -6.6% |
| 6M | -2.0% | +11.2% | -13.2% | -3.2% |
| YTD | +0.2% | +17.1% | -16.9% | -1.7% |
| 1Y | +3.8% | +21.6% | -17.8% | +1.3% |
| All | +108.2% | +111.6% | -3.5% | +72.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling