-100.0%
BTCS vs SPY
+728.5%
-828.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.5% |
| 7D | -1.9% | +2.6% | -4.5% | -5.0% |
| 30D | -20.3% | -2.0% | -18.3% | -17.3% |
| 3M | -15.0% | -2.8% | -12.3% | -10.4% |
| 6M | -55.9% | +2.1% | -58.0% | -55.8% |
| YTD | -65.6% | +11.5% | -77.1% | -68.3% |
| 1Y | -66.2% | +13.5% | -79.7% | -69.4% |
| 3Y | -8.1% | +77.7% | -85.8% | -47.3% |
| 5Y | -88.2% | +72.6% | -160.8% | -92.8% |
| 10Y | -94.8% | +308.2% | -403.0% | -98.3% |
| All | -100.0% | +728.5% | -828.5% | -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