+4.9%
STM vs BTI
+143.0%
-138.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -3.5% | +7.9% | +3.9% |
| 7D | -10.7% | -1.0% | -9.7% | -10.8% |
| 30D | -25.7% | +13.0% | -38.7% | -24.5% |
| 3M | -21.6% | +5.3% | -26.9% | -20.6% |
| 6M | -27.8% | +5.3% | -33.1% | -26.6% |
| YTD | +61.8% | +12.4% | +49.4% | +64.7% |
| 1Y | +78.1% | +18.9% | +59.2% | +82.2% |
| 3Y | +4.9% | +144.0% | -139.1% | +2.9% |
| All | +4.9% | +143.0% | -138.1% | +2.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling