+505.4%
BTI vs SPXS
-100.0%
+605.4%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.4% | -2.9% | -1.2% |
| 7D | -2.4% | +1.2% | -3.7% | -2.2% |
| 30D | -4.8% | +5.2% | -9.9% | -3.8% |
| 3M | -8.1% | -9.2% | +1.0% | -9.7% |
| 6M | -4.2% | -29.6% | +25.4% | -10.1% |
| YTD | -1.3% | -27.6% | +26.3% | -6.6% |
| 1Y | +2.1% | -36.7% | +38.9% | -5.7% |
| 3Y | +108.9% | -79.8% | +188.8% | +58.4% |
| 5Y | +114.5% | -85.9% | +200.3% | +62.9% |
| 10Y | +72.2% | -99.5% | +171.8% | -26.7% |
| All | +505.4% | -100.0% | +605.4% | +10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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