+10,374.7%
STX vs BTI
+2,214.3%
+8,160.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +0.4% | +9.6% | +9.8% |
| 7D | -1.0% | -3.0% | +2.1% | +0.1% |
| 30D | -26.8% | +9.8% | -36.5% | -29.7% |
| 3M | -32.7% | +9.2% | -41.9% | -35.5% |
| 6M | -33.7% | +4.0% | -37.8% | -36.6% |
| YTD | +101.0% | +12.7% | +88.3% | +86.0% |
| 1Y | +92.7% | +15.9% | +76.8% | +76.4% |
| 3Y | +708.7% | +148.9% | +559.8% | +422.1% |
| 5Y | +504.0% | +152.8% | +351.2% | +281.8% |
| 10Y | +2,108.4% | +124.2% | +1,984.1% | +1,306.6% |
| All | +10,374.7% | +2,214.3% | +8,160.4% | +3,631.3% |
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