-71.0%
SMR vs BTI
+2.8%
-73.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.0% | -6.5% | -5.2% |
| 7D | +4.7% | -2.0% | +6.7% | +4.1% |
| 30D | +3.2% | -3.4% | +6.7% | +2.2% |
| 3M | +9.9% | -9.0% | +18.9% | +7.3% |
| 6M | -15.1% | -5.0% | -10.1% | -18.6% |
| YTD | -27.9% | -0.3% | -27.6% | -29.0% |
| All | -71.0% | +2.8% | -73.8% | -67.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling