-100.0%
BTCS vs SPY
+743.8%
-843.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.6% | -3.5% |
| 7D | +6.7% | +0.1% | +6.6% | +6.8% |
| 30D | +30.9% | +0.1% | +30.9% | +31.3% |
| 3M | +1.4% | +2.0% | -0.6% | -0.1% |
| 6M | -24.2% | +13.0% | -37.2% | -32.9% |
| YTD | -45.5% | +13.5% | -59.0% | -51.6% |
| 1Y | -65.7% | +20.0% | -85.7% | -71.1% |
| 3Y | +36.1% | +77.2% | -41.1% | -23.0% |
| 5Y | -81.8% | +81.9% | -163.7% | -89.6% |
| 10Y | -91.8% | +314.1% | -405.9% | -97.4% |
| All | -100.0% | +743.8% | -843.8% | -100.0% |
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