+4,350.1%
SYY vs BTI
+5,940.0%
-1,589.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.5% | +3.7% | +2.5% |
| 7D | -0.2% | -2.4% | +2.2% | +0.4% |
| 30D | -2.7% | -4.8% | +2.0% | -1.6% |
| 3M | +5.9% | -8.1% | +14.0% | +7.9% |
| 6M | -2.3% | -4.2% | +1.9% | -1.7% |
| YTD | +13.1% | -1.3% | +14.4% | +13.0% |
| 1Y | +3.8% | +2.1% | +1.6% | +2.7% |
| 3Y | +26.7% | +108.9% | -82.2% | +4.6% |
| 5Y | +19.4% | +114.5% | -95.0% | -2.3% |
| 10Y | +112.0% | +72.2% | +39.7% | +78.5% |
| All | +4,350.1% | +5,940.0% | -1,589.9% | +1,682.3% |
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