-86.9%
BTCZ vs SPY
+41.5%
-128.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.4% | +4.8% | +3.4% |
| 7D | -7.3% | +0.1% | -7.4% | -6.7% |
| 30D | -37.6% | +0.1% | -37.6% | -37.3% |
| 3M | -43.6% | +2.0% | -45.6% | -39.5% |
| 6M | -31.5% | +13.0% | -44.5% | -2.1% |
| YTD | -21.1% | +13.5% | -34.7% | +17.9% |
| 1Y | +6.1% | +20.0% | -13.9% | +83.9% |
| All | -86.9% | +41.5% | -128.4% | -63.4% |
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