-99.3%
BTCT vs SPY
+81.8%
-181.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.4% | -3.1% |
| 7D | -3.4% | +0.5% | -4.0% | -4.1% |
| 30D | +244.9% | -0.9% | +245.8% | +249.2% |
| 3M | +45.7% | +3.9% | +41.8% | +37.3% |
| 6M | +23.4% | +14.5% | +8.8% | -0.2% |
| YTD | +30.0% | +12.9% | +17.1% | +8.5% |
| 1Y | -32.9% | +19.4% | -52.3% | -48.0% |
| 3Y | -24.9% | +78.5% | -103.3% | -67.6% |
| 5Y | -99.3% | +81.8% | -181.0% | -99.7% |
| All | -99.3% | +81.8% | -181.0% | -99.7% |
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 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