+10.5%
SHW vs FBTC
+62.0%
-51.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.7% |
| 7D | -3.2% | +1.1% | -4.3% | -3.3% |
| 30D | -11.4% | +22.3% | -33.7% | -12.6% |
| 3M | +3.5% | +26.0% | -22.5% | +1.8% |
| 6M | -3.4% | +13.2% | -16.5% | -4.2% |
| YTD | -0.3% | -10.7% | +10.4% | +0.2% |
| 1Y | -10.4% | -30.0% | +19.5% | -8.5% |
| All | +10.5% | +62.0% | -51.6% | +9.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling