+311.2%
SPY vs BTI
+72.6%
+238.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.9% |
| 7D | -2.0% | -2.0% | 0.0% | -1.4% |
| 30D | -1.7% | -3.4% | +1.8% | -0.8% |
| 3M | +4.7% | -9.0% | +13.7% | +7.1% |
| 6M | +12.5% | -5.0% | +17.5% | +13.2% |
| YTD | +11.7% | -0.3% | +12.1% | +10.6% |
| 1Y | +17.5% | +3.1% | +14.4% | +15.0% |
| 3Y | +76.6% | +111.0% | -34.4% | +35.4% |
| 5Y | +82.0% | +117.0% | -35.0% | +36.9% |
| All | +311.2% | +72.6% | +238.7% | +211.4% |
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 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