+123.8%
STX vs BTI
+24.7%
+99.1%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +3.4% | -11.5% | -7.0% |
| 7D | -20.2% | +5.3% | -25.5% | -18.7% |
| 30D | -37.2% | +19.1% | -56.3% | -34.2% |
| 3M | -34.1% | +6.5% | -40.6% | -32.0% |
| 6M | -24.5% | +9.4% | -33.9% | -24.9% |
| YTD | +102.9% | +14.4% | +88.5% | +98.3% |
| 1Y | +123.8% | +23.9% | +99.9% | +86.9% |
| All | +123.8% | +24.7% | +99.1% | +86.9% |
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