-100.0%
BTCT vs SPY
+203.2%
-303.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -0.4% | +10.7% | +10.7% |
| 7D | +3.2% | +2.6% | +0.6% | +0.8% |
| 30D | -14.7% | -2.0% | -12.7% | -12.4% |
| 3M | +36.2% | -2.8% | +39.0% | +41.6% |
| 6M | -43.4% | +2.1% | -45.5% | -43.5% |
| YTD | -50.8% | +11.5% | -62.3% | -54.4% |
| 1Y | -65.2% | +13.5% | -78.7% | -68.2% |
| 3Y | -82.7% | +77.7% | -160.4% | -88.5% |
| 5Y | -99.8% | +72.6% | -172.4% | -99.9% |
| All | -100.0% | +203.2% | -303.2% | -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