+465.1%
STM vs BTI
+131.8%
+333.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.1% |
| 7D | +12.0% | +1.6% | +10.4% | +11.4% |
| 30D | -0.4% | +9.2% | -9.6% | -3.6% |
| 3M | -13.2% | +9.6% | -22.8% | -16.4% |
| 6M | -26.1% | -2.4% | -23.6% | -26.3% |
| YTD | +81.2% | +14.2% | +66.9% | +69.5% |
| 1Y | +98.3% | +20.3% | +78.0% | +81.7% |
| 3Y | +16.7% | +147.4% | -130.7% | -23.9% |
| 5Y | -4.8% | +155.4% | -160.3% | -39.3% |
| All | +465.1% | +131.8% | +333.2% | +278.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling