+56.7%
FBTC vs SFM
-1.0%
+57.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -1.3% |
| 7D | -5.4% | -6.9% | +1.5% | -4.5% |
| 30D | -10.5% | -25.0% | +14.5% | -7.8% |
| 3M | +15.1% | -42.7% | +57.8% | +22.8% |
| 6M | -8.3% | -41.0% | +32.7% | -2.9% |
| YTD | -16.0% | -38.7% | +22.7% | -12.1% |
| 1Y | -30.7% | -38.1% | +7.4% | -27.9% |
| All | +56.7% | -1.0% | +57.7% | +38.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling