-63.2%
BTBT vs SPY
+220.7%
-283.9%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.5% | +4.2% | +4.7% |
| 7D | +26.9% | +0.5% | +26.3% | +25.9% |
| 30D | +23.2% | -0.9% | +24.1% | +25.6% |
| 3M | -4.5% | +3.9% | -8.4% | -10.2% |
| 6M | +4.9% | +14.5% | -9.6% | -15.4% |
| YTD | -10.1% | +12.9% | -23.0% | -24.6% |
| 1Y | -33.3% | +19.4% | -52.7% | -48.3% |
| 3Y | -20.2% | +78.5% | -98.6% | -65.4% |
| 5Y | -84.7% | +81.8% | -166.4% | -92.6% |
| All | -63.2% | +220.7% | -283.9% | -90.2% |
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