+5,976.4%
SO vs BTI
+6,053.3%
-77.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.5% |
| 7D | -0.2% | -1.4% | +1.2% | +0.1% |
| 30D | -4.6% | -6.6% | +2.0% | -3.4% |
| 3M | -3.0% | -3.0% | 0.0% | -2.6% |
| 6M | -8.3% | -6.7% | -1.6% | -7.3% |
| YTD | +3.5% | +0.6% | +3.0% | +3.2% |
| 1Y | -0.9% | +5.6% | -6.5% | -2.2% |
| 3Y | +45.4% | +110.3% | -65.0% | +26.7% |
| 5Y | +59.6% | +114.3% | -54.7% | +38.0% |
| 10Y | +156.6% | +67.7% | +88.9% | +125.5% |
| All | +5,976.4% | +6,053.3% | -77.0% | +3,324.8% |
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