-22.2%
BTX vs SPY
+110.3%
-132.6%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.5% |
| 7D | +1.1% | +0.5% | +0.6% | +0.3% |
| 30D | +5.6% | -0.9% | +6.6% | +6.9% |
| 3M | +5.0% | +3.9% | +1.1% | +0.1% |
| 6M | +46.0% | +14.5% | +31.5% | +22.9% |
| YTD | +44.5% | +12.9% | +31.6% | +24.1% |
| 1Y | +39.1% | +19.4% | +19.8% | +11.3% |
| 3Y | +66.3% | +78.5% | -12.1% | -23.3% |
| 5Y | -22.7% | +81.8% | -104.5% | -64.6% |
| All | -22.2% | +110.3% | -132.6% | -68.6% |
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