+417.2%
BTI vs STLA
+150.0%
+267.3%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.5% |
| 7D | +1.6% | -13.8% | +15.4% | +3.4% |
| 30D | +9.2% | -10.5% | +19.8% | +10.5% |
| 3M | +9.6% | -28.9% | +38.5% | +13.6% |
| 6M | -2.4% | -49.7% | +47.3% | +5.0% |
| YTD | +14.2% | -64.9% | +79.2% | +27.4% |
| 1Y | +20.3% | -64.0% | +84.3% | +33.6% |
| 3Y | +147.4% | -77.4% | +224.8% | +185.3% |
| 5Y | +155.4% | -74.4% | +229.9% | +184.4% |
| 10Y | +127.3% | -6.4% | +133.7% | +113.8% |
| All | +417.2% | +150.0% | +267.3% | +362.6% |
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