-40.9%
SE vs BTI
+5.0%
-45.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.9% |
| 7D | -6.1% | -1.4% | -4.7% | -6.1% |
| 30D | -2.5% | -6.6% | +4.2% | -2.5% |
| 3M | +21.7% | -3.0% | +24.7% | +20.7% |
| 6M | +27.0% | -6.7% | +33.7% | +25.9% |
| YTD | -12.1% | +0.6% | -12.7% | -11.3% |
| 1Y | -40.9% | +5.6% | -46.5% | -39.8% |
| All | -40.9% | +5.0% | -45.9% | -39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 1y: compounded portfolio wealth divided by compounded BTI 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…
1y analysis · Full analysis span regression · 6 months rolling