-27.3%
BTCC vs SPY
+38.2%
-65.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.4% |
| 7D | -7.8% | +2.6% | -10.4% | -9.6% |
| 30D | -11.8% | -2.0% | -9.8% | -10.4% |
| 3M | -2.9% | -2.8% | -0.1% | -0.7% |
| 6M | -18.1% | +2.1% | -20.3% | -19.4% |
| YTD | -22.3% | +11.5% | -33.8% | -28.1% |
| 1Y | -27.1% | +13.5% | -40.6% | -33.2% |
| All | -27.3% | +38.2% | -65.4% | -37.8% |
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