-32.3%
FBTC vs SFM
-46.9%
+14.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.4% |
| 7D | -5.8% | -8.8% | +2.9% | -5.5% |
| 30D | +21.4% | -14.5% | +35.9% | +21.9% |
| 3M | +24.5% | -16.8% | +41.3% | +25.1% |
| 6M | +9.9% | -5.3% | +15.2% | +9.5% |
| YTD | -12.0% | -9.4% | -2.7% | -12.3% |
| 1Y | -32.3% | -46.2% | +13.8% | -28.3% |
| All | -32.3% | -46.9% | +14.6% | -28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 1y: compounded portfolio wealth divided by compounded SFM 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…
1y analysis · Full analysis span regression · 6 months rolling