+365.4%
STX vs BTI
+5.0%
+360.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.1% | +7.5% | +6.1% |
| 7D | +2.4% | -1.4% | +3.7% | +2.0% |
| 30D | +1.4% | -6.6% | +8.0% | -0.1% |
| 3M | -8.2% | -3.0% | -5.2% | -10.4% |
| 6M | +127.0% | -6.7% | +133.7% | +121.8% |
| YTD | +209.1% | +0.6% | +208.6% | +201.2% |
| 1Y | +365.4% | +5.6% | +359.8% | +361.3% |
| All | +365.4% | +5.0% | +360.5% | +361.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling