+19.5%
BTC vs SPY
+42.2%
-22.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | +0.3% |
| 7D | +1.1% | -0.4% | +1.5% | +1.7% |
| 30D | +22.3% | -1.4% | +23.7% | +24.5% |
| 3M | +26.1% | +3.7% | +22.4% | +20.2% |
| 6M | +13.2% | +13.0% | +0.1% | -3.2% |
| YTD | -10.7% | +12.4% | -23.1% | -22.5% |
| 1Y | -29.9% | +18.5% | -48.4% | -42.5% |
| All | +19.5% | +42.2% | -22.7% | -22.8% |
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