+410.1%
BTI vs STLA
+152.6%
+257.6%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.1% | +6.1% | +0.7% |
| 7D | -3.2% | -13.1% | +9.8% | -1.7% |
| 30D | +9.7% | -13.3% | +22.9% | +11.3% |
| 3M | +11.1% | -27.9% | +38.9% | +14.8% |
| 6M | -1.2% | -47.8% | +46.6% | +5.9% |
| YTD | +12.7% | -64.6% | +77.2% | +25.5% |
| 1Y | +15.8% | -64.0% | +79.8% | +28.6% |
| 3Y | +148.9% | -76.8% | +225.7% | +186.1% |
| 5Y | +151.9% | -74.2% | +226.1% | +180.2% |
| 10Y | +124.2% | -5.4% | +129.6% | +110.6% |
| All | +410.1% | +152.6% | +257.6% | +355.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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