+1,144.9%
STX vs BTI
+115.0%
+1,029.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.4% | +6.8% | +6.5% |
| 7D | +10.7% | -1.4% | +12.1% | +10.9% |
| 30D | +11.3% | -7.0% | +18.3% | +11.9% |
| 3M | +3.2% | -6.3% | +9.5% | +3.1% |
| 6M | +157.0% | -2.0% | +158.9% | +153.1% |
| YTD | +229.2% | +0.2% | +229.0% | +223.7% |
| 1Y | +381.8% | +3.8% | +378.1% | +371.2% |
| 3Y | +1,383.2% | +112.1% | +1,271.1% | +1,102.9% |
| 5Y | +1,144.9% | +113.6% | +1,031.3% | +926.2% |
| All | +1,144.9% | +115.0% | +1,029.9% | +926.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling