+7,288.4%
BTI vs STZ
+11,030.9%
-3,742.5%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.3% |
| 7D | +1.6% | +2.6% | -0.9% | +1.2% |
| 30D | +9.2% | +15.2% | -6.0% | +6.6% |
| 3M | +9.6% | +7.6% | +2.0% | +8.1% |
| 6M | -2.4% | +5.3% | -7.7% | -3.4% |
| YTD | +14.2% | +8.6% | +5.6% | +12.0% |
| 1Y | +20.3% | +15.6% | +4.7% | +16.6% |
| 3Y | +147.4% | -35.2% | +182.6% | +162.2% |
| 5Y | +155.4% | -29.1% | +184.5% | +165.3% |
| 10Y | +127.3% | +12.9% | +114.4% | +115.4% |
| All | +7,288.4% | +11,030.9% | -3,742.5% | +3,629.8% |
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