+22.5%
STM vs BTI
+115.0%
-92.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.5% |
| 7D | +5.2% | -1.4% | +6.6% | +5.4% |
| 30D | -7.4% | -7.0% | -0.3% | -6.3% |
| 3M | -30.6% | -6.3% | -24.3% | -30.1% |
| 6M | +66.4% | -2.0% | +68.4% | +65.7% |
| YTD | +101.1% | +0.2% | +101.0% | +99.0% |
| 1Y | +97.4% | +3.8% | +93.6% | +93.7% |
| 3Y | +21.1% | +112.1% | -90.9% | -8.5% |
| 5Y | +22.5% | +113.6% | -91.1% | -0.1% |
| All | +22.5% | +115.0% | -92.5% | -0.1% |
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