+5.2%
SSPC vs BTI
+2.8%
+2.4%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +3.4% | +4.4% | +3.9% |
| 7D | +11.8% | +5.3% | +6.5% | +6.0% |
| 30D | +44.7% | +19.1% | +25.7% | +25.0% |
| 3M | -40.7% | +6.5% | -47.2% | -45.0% |
| All | +5.2% | +2.8% | +2.4% | -2.7% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling