+78.5%
SPY vs BTI
+113.6%
-35.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.5% |
| 7D | +0.5% | -1.4% | +1.9% | +0.7% |
| 30D | -0.9% | -7.0% | +6.1% | -0.4% |
| 3M | +3.9% | -6.3% | +10.2% | +4.3% |
| 6M | +14.5% | -2.0% | +16.5% | +14.3% |
| YTD | +12.9% | +0.2% | +12.7% | +12.4% |
| 1Y | +19.4% | +3.8% | +15.6% | +18.4% |
| 3Y | +78.5% | +112.1% | -33.6% | +57.6% |
| All | +78.5% | +113.6% | -35.2% | +57.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling