+90.1%
STM vs BTI
+17.4%
+72.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.9% | +0.7% |
| 7D | -7.9% | -0.1% | -7.8% | -7.9% |
| 30D | -14.1% | +9.6% | -23.7% | -12.7% |
| 3M | -17.6% | +8.3% | -25.9% | -16.0% |
| 6M | -24.2% | +7.5% | -31.7% | -22.8% |
| YTD | +73.3% | +12.3% | +61.1% | +74.4% |
| 1Y | +90.1% | +16.2% | +73.9% | +91.5% |
| All | +90.1% | +17.4% | +72.7% | +91.5% |
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