-86.4%
BTCZ vs SPY
+40.8%
-127.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.5% | +4.2% | +2.2% |
| 7D | -4.2% | +0.5% | -4.7% | -2.5% |
| 30D | -35.3% | -0.9% | -34.4% | -36.7% |
| 3M | -41.0% | +3.9% | -44.9% | -34.1% |
| 6M | -37.9% | +14.5% | -52.4% | -8.5% |
| YTD | -18.3% | +12.9% | -31.2% | +20.6% |
| 1Y | +15.1% | +19.4% | -4.3% | +97.0% |
| All | -86.4% | +40.8% | -127.2% | -62.6% |
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