+2,016.3%
STM vs BTI
+5,273.7%
-3,257.3%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.4% | +3.1% | +3.4% |
| 7D | +1.4% | -3.0% | +4.5% | +2.3% |
| 30D | -8.4% | +9.8% | -18.1% | -11.2% |
| 3M | -15.8% | +9.2% | -25.0% | -18.6% |
| 6M | -22.8% | +4.0% | -26.9% | -24.9% |
| YTD | +79.4% | +12.7% | +66.7% | +70.1% |
| 1Y | +97.0% | +15.9% | +81.0% | +85.1% |
| 3Y | +14.2% | +148.9% | -134.7% | -17.2% |
| 5Y | -4.5% | +152.8% | -157.2% | -31.3% |
| 10Y | +463.1% | +124.2% | +338.8% | +311.4% |
| All | +2,016.3% | +5,273.7% | -3,257.3% | +921.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling