+72.2%
BTI vs STT
+262.1%
-189.8%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -2.4% | +1.0% | -3.4% | -2.6% |
| 30D | -4.8% | +2.8% | -7.6% | -5.4% |
| 3M | -8.1% | +18.1% | -26.2% | -11.7% |
| 6M | -4.2% | +59.2% | -63.4% | -14.1% |
| YTD | -1.3% | +51.5% | -52.8% | -10.7% |
| 1Y | +2.1% | +75.7% | -73.5% | -10.9% |
| 3Y | +108.9% | +200.8% | -91.8% | +58.1% |
| 5Y | +114.5% | +155.8% | -41.3% | +63.7% |
| 10Y | +72.2% | +266.4% | -194.1% | +15.9% |
| All | +72.2% | +262.1% | -189.8% | +15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 10y: compounded portfolio wealth divided by compounded STT 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…
10y analysis · Full analysis span regression · 6 months rolling