-48.8%
SE vs BTI
+24.7%
-73.4%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +3.4% | +1.1% | +4.4% |
| 7D | +6.7% | +5.3% | +1.4% | +6.7% |
| 30D | -17.2% | +19.1% | -36.3% | -17.1% |
| 3M | -28.0% | +6.5% | -34.6% | -28.0% |
| 6M | -6.1% | +9.4% | -15.5% | -6.7% |
| YTD | -37.1% | +14.4% | -51.5% | -36.1% |
| 1Y | -48.8% | +23.9% | -72.7% | -50.1% |
| All | -48.8% | +24.7% | -73.4% | -50.1% |
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