-66.3%
SE vs BTI
+113.9%
-180.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.5% | -2.6% | -3.7% |
| 7D | -3.6% | -2.4% | -1.2% | -3.1% |
| 30D | -5.3% | -4.8% | -0.5% | -4.2% |
| 3M | +28.1% | -8.1% | +36.2% | +30.1% |
| 6M | +20.7% | -4.2% | +24.8% | +20.8% |
| YTD | -14.8% | -1.3% | -13.5% | -15.6% |
| 1Y | -43.6% | +2.1% | -45.7% | -44.8% |
| 3Y | +184.2% | +108.9% | +75.3% | +104.6% |
| 5Y | -66.3% | +114.5% | -180.8% | -73.3% |
| All | -66.3% | +113.9% | -180.2% | -73.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling