+309.3%
SPY vs BTI
+128.6%
+180.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.3% | -0.3% |
| 7D | +3.3% | -3.2% | +6.5% | +4.2% |
| 30D | -2.7% | +9.7% | -12.4% | -5.3% |
| 3M | -1.7% | +11.1% | -12.8% | -4.8% |
| 6M | +3.1% | -1.2% | +4.3% | +2.8% |
| YTD | +11.9% | +12.7% | -0.8% | +6.8% |
| 1Y | +12.0% | +15.8% | -3.8% | +6.0% |
| 3Y | +78.2% | +148.9% | -70.7% | +29.5% |
| 5Y | +73.2% | +151.9% | -78.7% | +24.0% |
| All | +309.3% | +128.6% | +180.7% | +180.6% |
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 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