-99.5%
BTAI vs SPY
+209.5%
-309.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-10.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.0% | +3.5% |
| 7D | +8.6% | -1.5% | +10.1% | +11.0% |
| 30D | -25.4% | +0.6% | -26.0% | -26.2% |
| 3M | -22.8% | +4.9% | -27.8% | -28.0% |
| 6M | -51.8% | +8.0% | -59.8% | -56.6% |
| YTD | -44.5% | +9.6% | -54.1% | -51.2% |
| 1Y | -54.3% | +19.7% | -73.9% | -64.4% |
| 3Y | -99.5% | +71.1% | -170.6% | -99.8% |
| 5Y | -99.8% | +84.4% | -184.2% | -99.9% |
| All | -99.5% | +209.5% | -309.0% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 1990-01-01 to 2026-09-10: compounded portfolio wealth divided by compounded SPY 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…
1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling