-18.9%
SGI vs FBTC
-28.2%
+9.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.0% | +0.7% |
| 7D | +8.5% | +2.9% | +5.6% | +8.3% |
| 30D | +0.7% | +23.0% | -22.3% | -1.3% |
| 3M | +0.6% | +25.6% | -25.0% | -1.6% |
| 6M | -17.9% | +9.0% | -26.9% | -18.8% |
| YTD | -21.2% | -8.9% | -12.2% | -23.0% |
| 1Y | -18.9% | -27.5% | +8.7% | -19.6% |
| All | -18.9% | -28.2% | +9.4% | -19.6% |
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