+96.5%
STM vs BTI
+24.7%
+71.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +3.4% | -9.5% | -5.3% |
| 7D | -6.0% | +5.3% | -11.3% | -4.9% |
| 30D | -20.9% | +19.1% | -40.0% | -18.4% |
| 3M | -15.8% | +6.5% | -22.3% | -13.4% |
| 6M | -17.0% | +9.4% | -26.5% | -14.6% |
| YTD | +76.8% | +14.4% | +62.4% | +79.3% |
| 1Y | +96.5% | +23.9% | +72.6% | +96.5% |
| All | +96.5% | +24.7% | +71.8% | +96.5% |
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 · 6 months rolling