+154.8%
SO vs BTI
+72.6%
+82.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.6% | -1.0% |
| 7D | -1.1% | -2.0% | +0.8% | -0.5% |
| 30D | -3.7% | -3.4% | -0.3% | -2.7% |
| 3M | -5.9% | -9.0% | +3.1% | -3.3% |
| 6M | -7.3% | -5.0% | -2.3% | -6.2% |
| YTD | +3.1% | -0.3% | +3.4% | +2.5% |
| 1Y | -1.0% | +3.1% | -4.1% | -2.8% |
| 3Y | +43.2% | +111.0% | -67.7% | +10.1% |
| 5Y | +59.1% | +117.0% | -57.9% | +19.2% |
| All | +154.8% | +72.6% | +82.2% | +78.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling