+818.8%
SLB vs BTI
+6,777.2%
-5,958.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.5% | +4.0% | +1.5% |
| 7D | -7.1% | -1.0% | -6.1% | -6.9% |
| 30D | +4.1% | +13.0% | -8.9% | +0.6% |
| 3M | -2.6% | +5.3% | -8.0% | -4.4% |
| 6M | -8.6% | +5.3% | -13.9% | -10.5% |
| YTD | +32.2% | +12.4% | +19.8% | +27.0% |
| 1Y | +40.7% | +18.9% | +21.7% | +33.0% |
| 3Y | -4.5% | +144.0% | -148.6% | -26.7% |
| 5Y | +66.4% | +156.3% | -89.9% | +26.2% |
| 10Y | -15.1% | +115.3% | -130.3% | -33.4% |
| All | +818.8% | +6,777.2% | -5,958.4% | +423.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling