-83.5%
BTCZ vs SPY
+39.0%
-122.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.4% | +7.5% | +6.3% |
| 7D | +20.1% | +2.6% | +17.5% | +28.1% |
| 30D | +36.2% | -2.0% | +38.1% | +31.3% |
| 3M | -25.1% | -2.8% | -22.3% | -28.4% |
| 6M | +8.6% | +2.1% | +6.4% | +19.8% |
| YTD | -0.7% | +11.5% | -12.2% | +45.1% |
| 1Y | +15.7% | +13.5% | +2.2% | +77.4% |
| All | -83.5% | +39.0% | -122.5% | -54.9% |
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