-8.1%
BTCS vs SPY
+78.1%
-86.2%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.8% |
| 7D | -1.9% | +2.6% | -4.5% | -7.3% |
| 30D | -20.3% | -2.0% | -18.3% | -15.4% |
| 3M | -15.0% | -2.8% | -12.3% | -7.4% |
| 6M | -55.9% | +2.1% | -58.0% | -56.1% |
| YTD | -65.6% | +11.5% | -77.1% | -70.4% |
| 1Y | -66.2% | +13.5% | -79.7% | -71.7% |
| 3Y | -8.1% | +77.7% | -85.8% | -34.7% |
| All | -8.1% | +78.1% | -86.2% | -34.7% |
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 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