-20.4%
BTCC vs SPY
+38.5%
-58.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.8% |
| 7D | -3.5% | -2.0% | -1.5% | -2.0% |
| 30D | +6.1% | -1.7% | +7.7% | +7.4% |
| 3M | +11.9% | +4.7% | +7.2% | +7.9% |
| 6M | +2.2% | +12.5% | -10.3% | -6.5% |
| YTD | -15.0% | +11.7% | -26.7% | -21.4% |
| 1Y | -33.4% | +17.5% | -50.8% | -39.7% |
| All | -20.4% | +38.5% | -58.8% | -32.0% |
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 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