+81.7%
SPY vs BTI
+113.9%
-32.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.2% |
| 7D | -0.4% | -2.4% | +2.1% | +0.1% |
| 30D | -1.4% | -4.8% | +3.4% | -0.6% |
| 3M | +3.7% | -8.1% | +11.8% | +5.0% |
| 6M | +13.0% | -4.2% | +17.2% | +13.1% |
| YTD | +12.4% | -1.3% | +13.7% | +11.7% |
| 1Y | +18.5% | +2.1% | +16.4% | +16.8% |
| 3Y | +77.6% | +108.9% | -31.3% | +43.4% |
| 5Y | +81.7% | +114.5% | -32.8% | +46.8% |
| All | +81.7% | +113.9% | -32.3% | +46.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling