+6,352.9%
SO vs BTI
+6,686.8%
-333.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.6% |
| 7D | -1.1% | -2.9% | +1.8% | -0.6% |
| 30D | +8.6% | +8.3% | +0.3% | +7.1% |
| 3M | +1.8% | +2.9% | -1.1% | +1.2% |
| 6M | +3.6% | +6.2% | -2.6% | +2.3% |
| YTD | +9.9% | +10.9% | -1.0% | +7.6% |
| 1Y | +5.7% | +16.6% | -10.9% | +2.5% |
| 3Y | +52.5% | +142.2% | -89.7% | +29.6% |
| 5Y | +77.3% | +151.3% | -74.0% | +49.1% |
| 10Y | +186.8% | +113.9% | +72.9% | +142.6% |
| All | +6,352.9% | +6,686.8% | -333.9% | +3,472.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling