+4,444.8%
BTI vs SPG
+5,256.9%
-812.1%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.9% |
| 7D | -1.4% | -2.4% | +1.0% | -0.9% |
| 30D | -6.6% | -6.8% | +0.2% | -5.3% |
| 3M | -3.0% | +2.7% | -5.7% | -3.5% |
| 6M | -6.7% | +5.5% | -12.1% | -7.7% |
| YTD | +0.6% | +15.7% | -15.1% | -2.4% |
| 1Y | +5.6% | +20.9% | -15.3% | +1.6% |
| 3Y | +110.3% | +112.4% | -2.1% | +78.4% |
| 5Y | +114.3% | +101.4% | +12.9% | +81.0% |
| 10Y | +67.7% | +60.6% | +7.0% | +37.4% |
| All | +4,444.8% | +5,256.9% | -812.1% | +1,827.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling