+1,972.8%
STX vs BTI
+131.8%
+1,841.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.4% | -4.5% | -3.4% |
| 7D | +14.6% | +1.6% | +13.0% | +14.1% |
| 30D | -26.0% | +9.2% | -35.2% | -28.0% |
| 3M | -42.6% | +9.6% | -52.3% | -44.4% |
| 6M | -35.3% | -2.4% | -32.8% | -35.7% |
| YTD | +92.5% | +14.2% | +78.2% | +80.5% |
| 1Y | +102.4% | +20.3% | +82.1% | +86.6% |
| 3Y | +673.8% | +147.4% | +526.4% | +432.6% |
| 5Y | +463.1% | +155.4% | +307.6% | +277.2% |
| All | +1,972.8% | +131.8% | +1,841.0% | +1,094.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling