-87.0%
BTMD vs SPY
+94.7%
-181.7%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.7% | -0.6% | -9.1% | -9.3% |
| 7D | -15.5% | -2.0% | -13.5% | -14.4% |
| 30D | -14.9% | -1.7% | -13.3% | -14.1% |
| 3M | -42.3% | +4.7% | -47.0% | -43.8% |
| 6M | -22.9% | +12.5% | -35.4% | -27.9% |
| YTD | -49.6% | +11.7% | -61.3% | -52.6% |
| 1Y | -60.2% | +17.5% | -77.7% | -63.5% |
| 3Y | -73.8% | +76.6% | -150.4% | -78.0% |
| 5Y | -86.4% | +82.0% | -168.4% | -88.2% |
| All | -87.0% | +94.7% | -181.7% | -88.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling