-15.7%
STM vs BTI
+155.8%
-171.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -3.5% | +7.9% | +4.8% |
| 7D | -10.7% | -1.0% | -9.7% | -10.7% |
| 30D | -25.7% | +13.0% | -38.7% | -27.0% |
| 3M | -21.6% | +5.3% | -26.9% | -22.1% |
| 6M | -27.8% | +5.3% | -33.1% | -28.6% |
| YTD | +61.8% | +12.4% | +49.4% | +57.3% |
| 1Y | +78.1% | +18.9% | +59.2% | +70.9% |
| 3Y | +4.9% | +144.0% | -139.1% | -23.8% |
| All | -15.7% | +155.8% | -171.5% | -32.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling