-89.4%
BTMD vs SPY
+94.3%
-183.7%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.4% | +3.8% | +3.6% |
| 7D | +0.5% | +2.6% | -2.1% | -1.1% |
| 30D | -5.8% | -2.0% | -3.8% | -4.1% |
| 3M | -28.5% | -2.8% | -25.7% | -27.0% |
| 6M | -47.5% | +2.1% | -49.7% | -48.0% |
| YTD | -59.0% | +11.5% | -70.5% | -61.2% |
| 1Y | -59.0% | +13.5% | -72.5% | -61.6% |
| 3Y | -78.0% | +77.7% | -155.7% | -81.4% |
| 5Y | -89.1% | +72.6% | -161.7% | -90.5% |
| All | -89.4% | +94.3% | -183.7% | -90.7% |
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