-19.4%
BTCC vs SPY
+39.3%
-58.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.3% |
| 7D | +1.0% | -0.4% | +1.3% | +1.3% |
| 30D | +6.8% | -1.4% | +8.2% | +8.0% |
| 3M | +13.3% | +3.7% | +9.6% | +10.1% |
| 6M | +5.3% | +13.0% | -7.7% | -3.9% |
| YTD | -13.9% | +12.4% | -26.3% | -20.8% |
| 1Y | -31.9% | +18.5% | -50.4% | -38.7% |
| All | -19.4% | +39.3% | -58.7% | -31.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling