+5,540.6%
BTI vs SPY
+3,034.0%
+2,506.6%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.6% |
| 7D | +1.6% | +2.6% | -1.0% | +0.3% |
| 30D | +9.2% | -2.0% | +11.2% | +10.1% |
| 3M | +9.6% | -2.8% | +12.4% | +10.9% |
| 6M | -2.4% | +2.1% | -4.6% | -4.0% |
| YTD | +14.2% | +11.5% | +2.7% | +7.5% |
| 1Y | +20.3% | +13.5% | +6.8% | +12.2% |
| 3Y | +147.4% | +77.7% | +69.7% | +80.4% |
| 5Y | +155.4% | +72.6% | +82.8% | +86.5% |
| 10Y | +127.3% | +308.2% | -180.8% | +5.8% |
| All | +5,540.6% | +3,034.0% | +2,506.6% | +709.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling