+70.3%
BTI vs STZ
-10.3%
+80.6%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.5% |
| 7D | -2.0% | -4.1% | +2.1% | -0.9% |
| 30D | -3.4% | -7.6% | +4.2% | -1.4% |
| 3M | -9.0% | -12.3% | +3.3% | -5.7% |
| 6M | -5.0% | -16.3% | +11.3% | -0.7% |
| YTD | -0.3% | -8.4% | +8.0% | +1.0% |
| 1Y | +3.1% | -10.8% | +13.9% | +5.1% |
| 3Y | +111.0% | -49.0% | +159.9% | +150.7% |
| 5Y | +117.0% | -36.5% | +153.5% | +137.0% |
| All | +70.3% | -10.3% | +80.6% | +61.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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