-18.4%
BTCC vs SPY
+40.7%
-59.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.8% |
| 7D | +2.0% | +0.1% | +1.9% | +1.9% |
| 30D | +7.5% | +0.1% | +7.4% | +7.4% |
| 3M | +13.1% | +2.0% | +11.1% | +11.4% |
| 6M | +3.8% | +13.0% | -9.2% | -5.3% |
| YTD | -12.8% | +13.5% | -26.4% | -20.5% |
| 1Y | -30.5% | +20.0% | -50.5% | -38.0% |
| All | -18.4% | +40.7% | -59.1% | -31.2% |
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