+98.8%
STM vs BTI
+2.8%
+96.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.5% | -1.4% |
| 7D | -1.1% | -2.0% | +0.9% | -1.3% |
| 30D | -7.8% | -3.4% | -4.4% | -8.2% |
| 3M | -28.2% | -9.0% | -19.2% | -28.3% |
| 6M | +52.0% | -5.0% | +57.0% | +51.6% |
| YTD | +96.4% | -0.3% | +96.7% | +98.7% |
| 1Y | +98.8% | +3.1% | +95.7% | +116.3% |
| All | +98.8% | +2.8% | +96.0% | +116.3% |
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