-21.6%
SAP vs FBTC
-30.9%
+9.3%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.1% |
| 7D | -0.3% | +1.1% | -1.4% | -0.4% |
| 30D | +0.3% | +22.3% | -22.0% | -2.2% |
| 3M | +16.9% | +26.0% | -9.1% | +13.3% |
| 6M | +6.3% | +13.2% | -6.8% | +4.4% |
| YTD | -12.4% | -10.7% | -1.7% | -10.3% |
| 1Y | -21.6% | -30.0% | +8.3% | -14.5% |
| All | -21.6% | -30.9% | +9.3% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FBTC.
Daily Out/Under-Performance
Portfolio return minus FBTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FBTC 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 FBTC 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