+114.5%
BTI vs SPY
+81.0%
+33.5%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.4% |
| 7D | -2.4% | -0.4% | -2.1% | -2.3% |
| 30D | -4.8% | -1.4% | -3.4% | -4.4% |
| 3M | -8.1% | +3.7% | -11.8% | -9.2% |
| 6M | -4.2% | +13.0% | -17.2% | -7.8% |
| YTD | -1.3% | +12.4% | -13.7% | -4.9% |
| 1Y | +2.1% | +18.5% | -16.4% | -3.2% |
| 3Y | +108.9% | +77.6% | +31.3% | +68.5% |
| 5Y | +114.5% | +81.7% | +32.8% | +63.8% |
| All | +114.5% | +81.0% | +33.5% | +63.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling