+355.3%
BTI vs STLA
+263.8%
+91.5%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.3% |
| 7D | -1.4% | +2.6% | -4.0% | -1.7% |
| 30D | -6.6% | -1.2% | -5.4% | -6.6% |
| 3M | -3.0% | -24.8% | +21.8% | 0.0% |
| 6M | -6.7% | -25.6% | +18.9% | -3.9% |
| YTD | +0.6% | -48.9% | +49.5% | +7.7% |
| 1Y | +5.6% | -38.8% | +44.4% | +10.0% |
| 3Y | +110.3% | -64.5% | +174.9% | +130.3% |
| 5Y | +114.3% | -62.4% | +176.7% | +128.7% |
| 10Y | +67.7% | +55.4% | +12.3% | +49.7% |
| All | +355.3% | +263.8% | +91.5% | +291.1% |
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