+444.1%
STM vs BTI
+125.1%
+319.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.9% | 0.0% |
| 7D | -7.9% | -0.1% | -7.8% | -8.1% |
| 30D | -14.1% | +9.6% | -23.7% | -17.0% |
| 3M | -17.6% | +8.3% | -25.9% | -20.4% |
| 6M | -24.2% | +7.5% | -31.7% | -27.4% |
| YTD | +73.3% | +12.3% | +61.1% | +63.0% |
| 1Y | +90.1% | +16.2% | +73.9% | +76.3% |
| 3Y | +10.3% | +148.0% | -137.6% | -28.3% |
| 5Y | -5.7% | +153.2% | -159.0% | -39.7% |
| 10Y | +444.1% | +128.2% | +315.9% | +273.4% |
| All | +444.1% | +125.1% | +319.0% | +273.4% |
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