+59.1%
FBTC vs SM
-15.8%
+74.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.7% | +1.4% | -1.0% |
| 7D | -2.4% | -22.3% | +19.9% | +0.6% |
| 30D | -9.1% | -21.4% | +12.2% | -6.6% |
| 3M | +15.0% | +1.4% | +13.7% | +13.0% |
| 6M | -6.9% | +0.1% | -7.0% | -9.4% |
| YTD | -14.7% | +59.0% | -73.7% | -26.9% |
| 1Y | -28.1% | +64.3% | -92.5% | -39.1% |
| All | +59.1% | -15.8% | +74.9% | +50.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling