+7,188.1%
BTI vs STZ
+10,917.0%
-3,728.9%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.3% | +0.5% |
| 7D | -3.0% | -0.9% | -2.1% | -2.9% |
| 30D | +9.8% | +14.9% | -5.2% | +7.1% |
| 3M | +9.2% | +8.4% | +0.8% | +7.5% |
| 6M | +4.0% | +2.8% | +1.2% | +3.4% |
| YTD | +12.7% | +7.5% | +5.2% | +10.7% |
| 1Y | +15.9% | +12.5% | +3.4% | +12.9% |
| 3Y | +148.9% | -35.4% | +184.3% | +164.0% |
| 5Y | +152.8% | -29.3% | +182.1% | +162.7% |
| 10Y | +124.2% | +11.8% | +112.4% | +112.8% |
| All | +7,188.1% | +10,917.0% | -3,728.9% | +3,585.7% |
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