+553.4%
SE vs BTI
+63.5%
+489.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.6% |
| 7D | -5.2% | -0.2% | -5.0% | -5.2% |
| 30D | -17.1% | -1.1% | -16.0% | -16.9% |
| 3M | +24.0% | -8.8% | +32.7% | +26.9% |
| 6M | +21.0% | -4.0% | +24.9% | +21.4% |
| YTD | -16.7% | +0.4% | -17.1% | -17.9% |
| 1Y | -45.9% | +1.9% | -47.9% | -47.1% |
| 3Y | +177.8% | +108.5% | +69.3% | +102.7% |
| 5Y | -67.4% | +118.5% | -185.9% | -76.6% |
| All | +553.4% | +63.5% | +489.9% | +398.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling