-30.7%
FBTC vs SM
+64.7%
-95.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.4% | -2.9% | -1.4% |
| 7D | -5.4% | -19.5% | +14.1% | -6.4% |
| 30D | -10.5% | -20.2% | +9.7% | -11.5% |
| 3M | +15.1% | -6.5% | +21.6% | +14.2% |
| 6M | -8.3% | +1.6% | -9.8% | -9.1% |
| YTD | -16.0% | +61.2% | -77.2% | -25.8% |
| 1Y | -30.7% | +65.4% | -96.1% | -38.6% |
| All | -30.7% | +64.7% | -95.4% | -38.6% |
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 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