-60.8%
BTOC vs SPY
+49.6%
-110.4%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.7% |
| 7D | -3.2% | +3.3% | -6.5% | -6.9% |
| 30D | -37.2% | -2.7% | -34.5% | -35.0% |
| 3M | -61.4% | -1.7% | -59.6% | -60.6% |
| 6M | -66.1% | +3.1% | -69.2% | -67.4% |
| YTD | +248.1% | +11.9% | +236.2% | +202.6% |
| 1Y | +213.1% | +12.0% | +201.2% | +172.1% |
| All | -60.8% | +49.6% | -110.4% | -71.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling