+38.3%
BTCS vs SPY
+76.5%
-38.3%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.5% | -4.5% | -4.0% |
| 7D | +7.2% | -0.4% | +7.6% | +8.5% |
| 30D | +18.6% | -1.4% | +20.0% | +22.7% |
| 3M | +8.1% | +3.7% | +4.4% | +1.3% |
| 6M | -26.4% | +13.0% | -39.4% | -40.2% |
| YTD | -49.2% | +12.4% | -61.6% | -57.8% |
| 1Y | -67.9% | +18.5% | -86.4% | -75.1% |
| All | +38.3% | +76.5% | -38.3% | -28.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling