+5.5%
BTU vs SPY
+274.8%
-269.2%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.9% | -3.7% | -3.7% |
| 7D | -2.2% | -0.8% | -1.5% | -1.5% |
| 30D | +14.4% | -1.1% | +15.5% | +15.6% |
| 3M | +7.3% | +3.9% | +3.5% | +2.8% |
| 6M | -17.8% | +13.6% | -31.4% | -29.2% |
| YTD | -4.2% | +12.7% | -16.9% | -16.7% |
| 1Y | +53.9% | +17.5% | +36.4% | +28.0% |
| 3Y | +34.3% | +76.9% | -42.6% | -30.5% |
| 5Y | +55.9% | +83.6% | -27.6% | -24.4% |
| All | +5.5% | +274.8% | -269.2% | -77.1% |
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