-85.0%
BTMD vs SPY
+81.0%
-166.0%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.5% | -3.7% |
| 7D | -14.2% | -0.4% | -13.8% | -14.1% |
| 30D | -5.8% | -1.4% | -4.5% | -5.0% |
| 3M | -34.4% | +3.7% | -38.1% | -35.8% |
| 6M | -19.0% | +13.0% | -32.0% | -24.6% |
| YTD | -44.2% | +12.4% | -56.6% | -47.8% |
| 1Y | -56.3% | +18.5% | -74.9% | -60.3% |
| 3Y | -71.0% | +77.6% | -148.6% | -75.9% |
| 5Y | -85.0% | +81.7% | -166.7% | -87.1% |
| All | -85.0% | +81.0% | -166.0% | -87.1% |
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