+3,076.5%
SPY vs BTI
+4,783.5%
-1,707.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.5% |
| 7D | +0.5% | -1.4% | +1.9% | +0.9% |
| 30D | -0.9% | -7.0% | +6.1% | +0.6% |
| 3M | +3.9% | -6.3% | +10.2% | +5.1% |
| 6M | +14.5% | -2.0% | +16.5% | +14.4% |
| YTD | +12.9% | +0.2% | +12.7% | +12.1% |
| 1Y | +19.4% | +3.8% | +15.6% | +17.4% |
| 3Y | +78.5% | +112.1% | -33.6% | +47.5% |
| 5Y | +81.8% | +113.6% | -31.9% | +49.2% |
| 10Y | +311.5% | +69.6% | +241.9% | +246.1% |
| All | +3,076.5% | +4,783.5% | -1,707.0% | +1,677.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling