+16,011.1%
STX vs BTI
+1,965.3%
+14,045.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.1% | +7.5% | +6.8% |
| 7D | +2.4% | -1.4% | +3.7% | +2.9% |
| 30D | +1.4% | -6.6% | +8.0% | +3.9% |
| 3M | -8.2% | -3.0% | -5.2% | -8.8% |
| 6M | +127.0% | -6.7% | +133.7% | +128.1% |
| YTD | +209.1% | +0.6% | +208.6% | +201.2% |
| 1Y | +365.4% | +5.6% | +359.8% | +343.9% |
| 3Y | +1,135.4% | +110.3% | +1,025.1% | +758.8% |
| 5Y | +991.5% | +114.3% | +877.2% | +642.2% |
| 10Y | +3,695.8% | +67.7% | +3,628.2% | +2,652.2% |
| All | +16,011.1% | +1,965.3% | +14,045.9% | +5,942.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling