+153.2%
BTI vs STT
+109.6%
+43.7%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.1% |
| 7D | -0.1% | +1.1% | -1.3% | -0.4% |
| 30D | +9.6% | -1.9% | +11.5% | +9.9% |
| 3M | +8.3% | -7.6% | +15.9% | +9.6% |
| 6M | +7.5% | +16.0% | -8.5% | +4.1% |
| YTD | +12.3% | +36.2% | -23.9% | +5.1% |
| 1Y | +16.2% | +46.8% | -30.6% | +7.1% |
| 3Y | +148.0% | +177.8% | -29.8% | +95.8% |
| 5Y | +153.2% | +105.8% | +47.4% | +102.0% |
| All | +153.2% | +109.6% | +43.7% | +102.0% |
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