+273.5%
SHW vs BTI
+72.6%
+200.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.3% |
| 7D | -4.5% | -2.0% | -2.5% | -3.9% |
| 30D | -12.7% | -3.4% | -9.3% | -11.8% |
| 3M | +4.7% | -9.0% | +13.7% | +7.5% |
| 6M | -3.4% | -5.0% | +1.6% | -2.3% |
| YTD | -1.3% | -0.3% | -1.0% | -1.6% |
| 1Y | -10.4% | +3.1% | -13.5% | -11.6% |
| 3Y | +20.1% | +111.0% | -90.9% | -5.2% |
| 5Y | +10.5% | +117.0% | -106.5% | -14.3% |
| All | +273.5% | +72.6% | +200.9% | +189.6% |
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