+71.2%
SU vs BTI
+5.0%
+66.2%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.6% |
| 7D | +3.6% | -1.4% | +5.0% | +3.7% |
| 30D | +7.9% | -6.6% | +14.5% | +8.4% |
| 3M | +3.5% | -3.0% | +6.5% | +3.3% |
| 6M | +19.0% | -6.7% | +25.6% | +19.6% |
| YTD | +55.0% | +0.6% | +54.4% | +51.9% |
| 1Y | +71.2% | +5.6% | +65.6% | +65.1% |
| All | +71.2% | +5.0% | +66.2% | +65.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling