+562.3%
SE vs BTI
+62.3%
+500.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.2% |
| 7D | -4.8% | -2.0% | -2.8% | -4.2% |
| 30D | -18.1% | -3.4% | -14.7% | -17.3% |
| 3M | +30.6% | -9.0% | +39.6% | +33.8% |
| 6M | +20.8% | -5.0% | +25.8% | +21.6% |
| YTD | -15.6% | -0.3% | -15.3% | -16.6% |
| 1Y | -44.2% | +3.1% | -47.3% | -45.7% |
| 3Y | +181.5% | +111.0% | +70.6% | +104.2% |
| 5Y | -66.9% | +117.0% | -183.9% | -76.2% |
| All | +562.3% | +62.3% | +500.0% | +406.1% |
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