+2,285.7%
STM vs BTI
+4,695.5%
-2,409.7%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.0% | +2.2% |
| 7D | +5.8% | -1.4% | +7.2% | +6.2% |
| 30D | -1.0% | -6.6% | +5.6% | +0.9% |
| 3M | -33.3% | -3.0% | -30.3% | -33.2% |
| 6M | +57.4% | -6.7% | +64.0% | +59.2% |
| YTD | +102.2% | +0.6% | +101.6% | +99.5% |
| 1Y | +99.6% | +5.6% | +94.0% | +93.4% |
| 3Y | +14.5% | +110.3% | -95.8% | -12.2% |
| 5Y | +21.4% | +114.3% | -92.9% | -7.8% |
| 10Y | +695.0% | +67.7% | +627.3% | +535.1% |
| All | +2,285.7% | +4,695.5% | -2,409.7% | +1,098.7% |
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