-86.3%
BTCZ vs SPY
+35.5%
-121.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +1.4% |
| 7D | +1.3% | -2.7% | +4.0% | -4.7% |
| 30D | +18.2% | -5.4% | +23.6% | +4.3% |
| 3M | -35.6% | -4.1% | -31.5% | -40.5% |
| 6M | -5.4% | +0.7% | -6.1% | +0.7% |
| YTD | -17.3% | +8.7% | -26.0% | +13.3% |
| 1Y | +1.3% | +10.9% | -9.5% | +47.0% |
| All | -86.3% | +35.5% | -121.7% | -64.8% |
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