+2.7%
BTCI vs SPY
+32.2%
-29.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.4% | -3.6% | -3.5% |
| 7D | -5.6% | +3.3% | -8.9% | -8.8% |
| 30D | -13.2% | -2.7% | -10.5% | -10.6% |
| 3M | +8.2% | -1.7% | +10.0% | +10.4% |
| 6M | -13.3% | +3.1% | -16.3% | -15.8% |
| YTD | -19.0% | +11.9% | -30.9% | -27.2% |
| 1Y | -29.1% | +12.0% | -41.1% | -36.3% |
| All | +2.7% | +32.2% | -29.5% | -16.5% |
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 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