+6,403.9%
BTI vs STZ
+9,621.1%
-3,217.2%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -1.0% |
| 7D | -1.4% | -1.9% | +0.5% | -1.1% |
| 30D | -6.6% | -1.9% | -4.7% | -6.3% |
| 3M | -3.0% | -6.2% | +3.2% | -1.9% |
| 6M | -6.7% | -14.0% | +7.3% | -4.5% |
| YTD | +0.6% | -5.1% | +5.7% | +1.0% |
| 1Y | +5.6% | -9.6% | +15.2% | +6.7% |
| 3Y | +110.3% | -47.2% | +157.6% | +131.0% |
| 5Y | +114.3% | -33.6% | +147.8% | +125.3% |
| 10Y | +67.7% | -9.8% | +77.4% | +64.7% |
| All | +6,403.9% | +9,621.1% | -3,217.2% | +3,263.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling