-20.1%
BTCL vs SPY
+41.5%
-61.6%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.4% | -4.6% | -4.0% |
| 7D | +5.0% | +0.1% | +4.9% | +5.0% |
| 30D | +46.9% | +0.1% | +46.8% | +46.9% |
| 3M | +45.0% | +2.0% | +43.0% | +39.0% |
| 6M | +2.0% | +13.0% | -11.0% | -23.9% |
| YTD | -35.8% | +13.5% | -49.3% | -51.2% |
| 1Y | -64.3% | +20.0% | -84.2% | -75.5% |
| All | -20.1% | +41.5% | -61.6% | -57.0% |
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 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