+22,742.0%
SYK vs BTI
+6,041.1%
+16,700.9%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.4% | +1.9% |
| 7D | -9.1% | -0.2% | -8.9% | -9.0% |
| 30D | -20.6% | -1.1% | -19.6% | -20.5% |
| 3M | -9.6% | -8.8% | -0.8% | -7.6% |
| 6M | -19.9% | -4.0% | -15.9% | -19.3% |
| YTD | -21.2% | +0.4% | -21.5% | -21.5% |
| 1Y | -28.4% | +1.9% | -30.3% | -29.1% |
| 3Y | -5.3% | +108.5% | -113.8% | -22.0% |
| 5Y | +6.0% | +118.5% | -112.5% | -14.1% |
| 10Y | +178.4% | +75.1% | +103.3% | +131.9% |
| All | +22,742.0% | +6,041.1% | +16,700.9% | +9,229.4% |
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