+10.6%
BTCI vs SPY
+33.1%
-22.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.3% | -0.3% |
| 7D | -2.3% | -0.8% | -1.5% | -1.5% |
| 30D | +16.6% | -1.1% | +17.6% | +17.8% |
| 3M | +15.6% | +3.9% | +11.8% | +11.2% |
| 6M | +6.9% | +13.6% | -6.7% | -6.1% |
| YTD | -12.8% | +12.7% | -25.5% | -22.3% |
| 1Y | -30.6% | +17.5% | -48.1% | -40.1% |
| All | +10.6% | +33.1% | -22.5% | -10.9% |
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