+67.7%
BTCO vs SPY
+65.2%
+2.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.2% | -1.1% |
| 7D | +1.5% | +0.5% | +1.0% | +0.9% |
| 30D | +20.8% | -0.9% | +21.7% | +22.2% |
| 3M | +23.7% | +3.9% | +19.8% | +17.9% |
| 6M | +15.1% | +14.5% | +0.6% | -2.8% |
| YTD | -10.5% | +12.9% | -23.4% | -22.5% |
| 1Y | -30.2% | +19.4% | -49.6% | -43.0% |
| All | +67.7% | +65.2% | +2.4% | -6.7% |
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