-20.7%
FBTC vs SM
+70.4%
-91.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -15.3% | +18.1% | +1.9% |
| 7D | -1.8% | -21.5% | +19.7% | -3.0% |
| 30D | -6.6% | -11.4% | +4.7% | -7.3% |
| 3M | +24.5% | +0.6% | +23.9% | +24.1% |
| 6M | -0.2% | +0.2% | -0.4% | -0.6% |
| YTD | -8.7% | +69.7% | -78.4% | -17.9% |
| 1Y | -20.7% | +71.6% | -92.3% | -28.3% |
| All | -20.7% | +70.4% | -91.1% | -28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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