-84.6%
BTCZ vs SPY
+39.5%
-124.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.4% | +9.0% | +7.7% |
| 7D | +12.7% | +3.3% | +9.4% | +22.2% |
| 30D | +31.8% | -2.7% | +34.4% | +24.7% |
| 3M | -30.1% | -1.7% | -28.4% | -31.4% |
| 6M | +4.4% | +3.1% | +1.3% | +17.8% |
| YTD | -7.4% | +11.9% | -19.3% | +36.6% |
| 1Y | +15.6% | +12.0% | +3.6% | +72.5% |
| All | -84.6% | +39.5% | -124.1% | -57.6% |
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 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