+113.6%
BTI vs STT
+150.3%
-36.7%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.9% | -0.1% |
| 7D | -1.4% | +2.2% | -3.6% | -1.8% |
| 30D | -7.0% | +3.9% | -10.9% | -7.7% |
| 3M | -6.3% | +19.2% | -25.5% | -9.5% |
| 6M | -2.0% | +60.4% | -62.3% | -10.6% |
| YTD | +0.2% | +51.5% | -51.3% | -7.8% |
| 1Y | +3.8% | +76.3% | -72.5% | -7.5% |
| 3Y | +112.1% | +200.7% | -88.7% | +65.7% |
| 5Y | +113.6% | +157.5% | -43.9% | +63.9% |
| All | +113.6% | +150.3% | -36.7% | +63.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling