+22.7%
SYY vs BTI
+116.2%
-93.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.6% |
| 7D | +1.5% | -2.0% | +3.5% | +2.2% |
| 30D | -2.3% | -3.4% | +1.1% | -1.2% |
| 3M | +5.5% | -9.0% | +14.5% | +8.6% |
| 6M | -1.0% | -5.0% | +4.1% | +0.1% |
| YTD | +14.1% | -0.3% | +14.5% | +13.3% |
| 1Y | +5.6% | +3.1% | +2.4% | +3.4% |
| 3Y | +27.9% | +111.0% | -83.1% | -7.4% |
| 5Y | +22.7% | +117.0% | -94.3% | -13.0% |
| All | +22.7% | +116.2% | -93.5% | -13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling