-62.6%
BTOC vs SPY
+49.0%
-111.6%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.4% | -4.1% | -4.0% |
| 7D | -5.5% | +2.6% | -8.1% | -8.3% |
| 30D | -40.3% | -2.0% | -38.3% | -38.7% |
| 3M | -63.0% | -2.8% | -60.2% | -61.7% |
| 6M | -65.3% | +2.1% | -67.5% | -66.2% |
| YTD | +232.7% | +11.5% | +221.2% | +190.6% |
| 1Y | +221.6% | +13.5% | +208.1% | +175.9% |
| All | -62.6% | +49.0% | -111.6% | -73.0% |
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