+3,036.2%
SPY vs BTI
+5,467.7%
-2,431.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.7% |
| 7D | +2.6% | +1.6% | +1.0% | +2.2% |
| 30D | -2.0% | +9.2% | -11.2% | -4.0% |
| 3M | -2.8% | +9.6% | -12.4% | -5.0% |
| 6M | +2.1% | -2.4% | +4.6% | +2.1% |
| YTD | +11.5% | +14.2% | -2.7% | +7.3% |
| 1Y | +13.5% | +20.3% | -6.8% | +7.9% |
| 3Y | +77.7% | +147.4% | -69.7% | +41.8% |
| 5Y | +72.6% | +155.4% | -82.8% | +36.0% |
| 10Y | +308.2% | +127.3% | +180.8% | +222.2% |
| All | +3,036.2% | +5,467.7% | -2,431.5% | +1,601.6% |
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 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