+183.3%
SW vs BTI
+114.6%
+68.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.5% |
| 7D | +1.8% | -2.9% | +4.8% | +2.4% |
| 30D | +7.0% | +8.3% | -1.2% | +5.4% |
| 3M | -7.6% | +2.9% | -10.5% | -8.2% |
| 6M | +8.5% | +6.2% | +2.3% | +7.1% |
| YTD | +17.7% | +10.9% | +6.8% | +15.0% |
| 1Y | +27.1% | +16.6% | +10.5% | +23.1% |
| 3Y | +48.2% | +142.2% | -94.0% | +22.9% |
| 5Y | -2.3% | +151.3% | -153.6% | -21.0% |
| 10Y | +183.3% | +113.9% | +69.4% | +120.1% |
| All | +183.3% | +114.6% | +68.8% | +120.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling