+3,268.8%
BTI vs SPYG
+559.2%
+2,709.7%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.4% |
| 7D | -2.4% | +0.3% | -2.7% | -2.5% |
| 30D | -4.8% | -1.7% | -3.1% | -4.2% |
| 3M | -8.1% | +3.6% | -11.8% | -9.7% |
| 6M | -4.2% | +16.6% | -20.8% | -10.0% |
| YTD | -1.3% | +13.4% | -14.7% | -6.3% |
| 1Y | +2.1% | +19.6% | -17.5% | -5.2% |
| 3Y | +108.9% | +99.8% | +9.2% | +56.2% |
| 5Y | +114.5% | +85.0% | +29.5% | +62.0% |
| 10Y | +72.2% | +422.1% | -349.9% | -14.3% |
| All | +3,268.8% | +559.2% | +2,709.7% | +970.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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