+152.0%
BTI vs STZ
-29.4%
+181.4%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.3% | +0.6% |
| 7D | -3.0% | -0.9% | -2.1% | -2.9% |
| 30D | +9.8% | +14.9% | -5.2% | +6.4% |
| 3M | +9.2% | +8.4% | +0.8% | +7.0% |
| 6M | +4.0% | +2.8% | +1.2% | +3.0% |
| YTD | +12.7% | +7.5% | +5.2% | +9.7% |
| 1Y | +15.9% | +12.5% | +3.4% | +11.7% |
| 3Y | +148.9% | -35.4% | +184.3% | +170.6% |
| All | +152.0% | -29.4% | +181.4% | +160.4% |
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