-100.0%
BTAI vs SPY
+217.5%
-317.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -0.5% | +9.8% | +10.0% |
| 7D | -56.1% | -0.4% | -55.7% | -55.4% |
| 30D | -94.9% | -1.4% | -93.6% | -94.7% |
| 3M | -95.6% | +3.7% | -99.3% | -95.7% |
| 6M | -97.3% | +13.0% | -110.3% | -97.7% |
| YTD | -97.1% | +12.4% | -109.5% | -97.4% |
| 1Y | -98.7% | +18.5% | -117.2% | -98.9% |
| 3Y | -99.9% | +77.6% | -177.5% | -100.0% |
| 5Y | -100.0% | +81.7% | -181.7% | -100.0% |
| All | -100.0% | +217.5% | -317.4% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling