+82.6%
SMR vs BTI
+105.9%
-23.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.8% | -2.9% |
| 7D | +13.1% | -2.4% | +15.5% | +13.8% |
| 30D | +17.8% | -4.8% | +22.5% | +19.0% |
| 3M | +8.1% | -8.1% | +16.2% | +8.7% |
| 6M | -11.1% | -4.2% | -6.9% | -13.1% |
| YTD | -23.7% | -1.3% | -22.4% | -26.6% |
| 1Y | -69.4% | +2.1% | -71.5% | -71.0% |
| All | +82.6% | +105.9% | -23.3% | -11.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling