+114.5%
BTI vs SPG
+104.0%
+10.4%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +0.9% | -1.0% |
| 7D | -2.4% | -1.7% | -0.8% | -2.1% |
| 30D | -4.8% | -6.3% | +1.5% | -3.6% |
| 3M | -8.1% | -2.4% | -5.7% | -7.5% |
| 6M | -4.2% | +9.6% | -13.8% | -5.6% |
| YTD | -1.3% | +14.2% | -15.5% | -3.5% |
| 1Y | +2.1% | +19.3% | -17.2% | -0.9% |
| 3Y | +108.9% | +106.7% | +2.2% | +78.9% |
| 5Y | +114.5% | +104.2% | +10.3% | +74.9% |
| All | +114.5% | +104.0% | +10.4% | +74.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling