+66.4%
FBTC vs SM
+9.9%
+56.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.8% | -0.4% |
| 7D | +1.1% | -0.2% | +1.3% | +1.1% |
| 30D | +22.3% | +20.3% | +2.0% | +18.7% |
| 3M | +26.0% | +22.9% | +3.1% | +20.9% |
| 6M | +13.2% | +47.8% | -34.7% | +2.8% |
| YTD | -10.7% | +107.5% | -118.2% | -25.7% |
| 1Y | -30.0% | +51.7% | -81.7% | -37.4% |
| All | +66.4% | +9.9% | +56.6% | +52.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling