-0.3%
SPOT vs BTI
+24.7%
-25.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.4% | +1.2% | +4.1% |
| 7D | +16.6% | +5.3% | +11.3% | +15.7% |
| 30D | +29.9% | +19.1% | +10.9% | +27.8% |
| 3M | +31.3% | +6.5% | +24.8% | +29.0% |
| 6M | +43.2% | +9.4% | +33.8% | +42.8% |
| YTD | +8.1% | +14.4% | -6.3% | +7.2% |
| 1Y | -0.3% | +23.9% | -24.2% | -5.6% |
| All | -0.3% | +24.7% | -25.0% | -5.6% |
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