+47.3%
BTT vs SPY
+584.3%
-537.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -2.7% | +2.6% | -5.3% | -3.1% |
| 30D | +2.0% | -2.0% | +4.0% | +2.3% |
| 3M | -2.2% | -2.8% | +0.6% | -1.8% |
| 6M | -1.8% | +2.1% | -3.9% | -2.1% |
| YTD | -1.3% | +11.5% | -12.8% | -2.9% |
| 1Y | +0.6% | +13.5% | -12.9% | -1.2% |
| 3Y | +18.2% | +77.7% | -59.5% | +8.5% |
| 5Y | -1.4% | +72.6% | -74.0% | -9.6% |
| 10Y | +36.8% | +308.2% | -271.4% | +13.9% |
| All | +47.3% | +584.3% | -537.0% | +15.4% |
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