-65.6%
BTBT vs SPY
+220.0%
-285.6%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.1% | +0.4% |
| 7D | -3.0% | -0.8% | -2.3% | -1.6% |
| 30D | +8.9% | -1.1% | +10.0% | +11.4% |
| 3M | -8.1% | +3.9% | -12.0% | -13.5% |
| 6M | -2.5% | +13.6% | -16.1% | -20.2% |
| YTD | -15.9% | +12.7% | -28.5% | -29.1% |
| 1Y | -46.0% | +17.5% | -63.5% | -56.9% |
| 3Y | -23.6% | +76.9% | -100.5% | -66.3% |
| 5Y | -84.6% | +83.6% | -168.2% | -92.7% |
| All | -65.6% | +220.0% | -285.6% | -90.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling