+66.7%
SNXX vs BTI
+8.5%
+58.2%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +3.4% | -19.1% | -10.3% |
| 7D | -47.8% | +5.3% | -53.1% | -42.3% |
| 30D | -66.0% | +19.1% | -85.1% | -55.0% |
| 3M | -57.5% | +6.5% | -64.0% | -49.6% |
| 6M | -66.7% | +9.4% | -76.1% | -63.6% |
| All | +66.7% | +8.5% | +58.2% | +97.7% |
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