+114.5%
BTI vs STZ
-38.0%
+152.4%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.6% |
| 7D | -2.4% | -6.0% | +3.6% | -1.2% |
| 30D | -4.8% | -8.9% | +4.1% | -2.9% |
| 3M | -8.1% | -12.6% | +4.4% | -5.6% |
| 6M | -4.2% | -17.2% | +13.0% | -0.8% |
| YTD | -1.3% | -10.0% | +8.7% | 0.0% |
| 1Y | +2.1% | -14.3% | +16.4% | +4.4% |
| 3Y | +108.9% | -49.9% | +158.8% | +141.1% |
| 5Y | +114.5% | -38.2% | +152.7% | +129.4% |
| All | +114.5% | -38.0% | +152.4% | +129.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling