+196.3%
SO vs BTI
+124.3%
+72.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | +0.8% | -3.0% | +3.8% | +1.7% |
| 30D | +7.8% | +9.8% | -2.0% | +4.6% |
| 3M | +2.9% | +9.2% | -6.2% | -0.1% |
| 6M | +2.5% | +4.0% | -1.6% | +0.7% |
| YTD | +10.3% | +12.7% | -2.4% | +5.4% |
| 1Y | +6.4% | +15.9% | -9.6% | +0.6% |
| 3Y | +52.8% | +148.9% | -96.1% | +11.4% |
| 5Y | +78.7% | +152.8% | -74.1% | +27.4% |
| 10Y | +196.3% | +124.2% | +72.1% | +90.3% |
| All | +196.3% | +124.3% | +72.0% | +90.3% |
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