+14.8%
SPY vs BTI
+24.7%
-9.9%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.4% | -1.7% | +1.6% |
| 7D | -0.7% | +5.3% | -6.0% | -0.9% |
| 30D | -1.0% | +19.1% | -20.1% | -1.6% |
| 3M | -0.3% | +6.5% | -6.9% | -0.4% |
| 6M | +7.3% | +9.4% | -2.1% | +6.5% |
| YTD | +13.3% | +14.4% | -1.1% | +11.4% |
| 1Y | +14.8% | +23.9% | -9.1% | +9.9% |
| All | +14.8% | +24.7% | -9.9% | +9.9% |
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