-81.1%
BTCS vs SPY
+81.0%
-162.1%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.5% | -4.5% | -4.1% |
| 7D | +7.2% | -0.4% | +7.6% | +8.3% |
| 30D | +18.6% | -1.4% | +20.0% | +22.3% |
| 3M | +8.1% | +3.7% | +4.4% | +2.1% |
| 6M | -26.4% | +13.0% | -39.4% | -38.8% |
| YTD | -49.2% | +12.4% | -61.6% | -56.9% |
| 1Y | -67.9% | +18.5% | -86.4% | -74.6% |
| 3Y | +34.2% | +77.6% | -43.5% | -41.9% |
| 5Y | -81.1% | +81.7% | -162.8% | -92.1% |
| All | -81.1% | +81.0% | -162.1% | -92.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling