+66.4%
FBTC vs SPY
+64.5%
+2.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | +0.3% |
| 7D | +1.1% | -0.4% | +1.5% | +1.7% |
| 30D | +22.3% | -1.4% | +23.6% | +24.4% |
| 3M | +26.0% | +3.7% | +22.3% | +20.2% |
| 6M | +13.2% | +13.0% | +0.2% | -3.0% |
| YTD | -10.7% | +12.4% | -23.1% | -22.3% |
| 1Y | -30.0% | +18.5% | -48.5% | -42.4% |
| All | +66.4% | +64.5% | +2.0% | -7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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