+130.8%
SLB vs BTI
+115.0%
+15.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.6% |
| 7D | +0.8% | -1.4% | +2.2% | +1.3% |
| 30D | +15.8% | -6.6% | +22.4% | +18.4% |
| 3M | -0.3% | -3.0% | +2.6% | 0.0% |
| 6M | +21.3% | -6.7% | +28.0% | +23.3% |
| YTD | +52.3% | +0.6% | +51.7% | +50.2% |
| 1Y | +63.6% | +5.6% | +58.0% | +58.0% |
| 3Y | +3.8% | +110.3% | -106.6% | -30.3% |
| All | +130.8% | +115.0% | +15.8% | +49.4% |
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