+71.4%
BTI vs SPY
+322.5%
-251.0%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.3% |
| 7D | -0.2% | -0.8% | +0.6% | +0.2% |
| 30D | -1.1% | -1.1% | 0.0% | -0.6% |
| 3M | -8.8% | +3.9% | -12.6% | -10.7% |
| 6M | -4.0% | +13.6% | -17.6% | -10.4% |
| YTD | +0.4% | +12.7% | -12.3% | -6.0% |
| 1Y | +1.9% | +17.5% | -15.6% | -6.7% |
| 3Y | +108.5% | +76.9% | +31.6% | +48.2% |
| 5Y | +118.5% | +83.6% | +34.9% | +49.1% |
| All | +71.4% | +322.5% | -251.0% | -32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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