-84.6%
BTMD vs SPY
+97.9%
-182.5%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | -1.6% | +0.1% | -1.7% | -1.7% |
| 30D | -31.6% | +0.1% | -31.7% | -31.7% |
| 3M | -34.5% | +2.0% | -36.5% | -35.3% |
| 6M | -26.8% | +13.0% | -39.8% | -31.7% |
| YTD | -40.6% | +13.5% | -54.1% | -44.6% |
| 1Y | -54.4% | +20.0% | -74.4% | -58.7% |
| 3Y | -68.8% | +77.2% | -146.0% | -74.0% |
| 5Y | -84.0% | +81.9% | -165.9% | -86.2% |
| All | -84.6% | +97.9% | -182.5% | -86.7% |
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