+1.5%
SMR vs BTI
+75.3%
-73.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.0% | -6.5% | -5.8% |
| 7D | +4.7% | -2.0% | +6.7% | +5.2% |
| 30D | +3.2% | -3.4% | +6.7% | +4.0% |
| 3M | +9.9% | -9.0% | +18.9% | +11.5% |
| 6M | -15.1% | -5.0% | -10.1% | -16.0% |
| YTD | -27.9% | -0.3% | -27.6% | -30.1% |
| 1Y | -70.2% | +3.1% | -73.4% | -71.5% |
| 3Y | +72.5% | +111.0% | -38.5% | +11.2% |
| All | +1.5% | +75.3% | -73.8% | -32.2% |
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