+1,383.2%
STX vs BTI
+113.6%
+1,269.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.4% | +6.8% | +6.4% |
| 7D | +10.7% | -1.4% | +12.1% | +10.6% |
| 30D | +11.3% | -7.0% | +18.3% | +10.4% |
| 3M | +3.2% | -6.3% | +9.5% | +2.3% |
| 6M | +157.0% | -2.0% | +158.9% | +153.3% |
| YTD | +229.2% | +0.2% | +229.0% | +226.2% |
| 1Y | +381.8% | +3.8% | +378.1% | +379.0% |
| 3Y | +1,383.2% | +112.1% | +1,271.1% | +1,372.6% |
| All | +1,383.2% | +113.6% | +1,269.5% | +1,372.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling