+13.3%
SHW vs FBTC
-11.6%
+24.9%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.4% | +3.2% | -1.0% |
| 7D | +0.7% | -6.3% | +6.9% | +1.0% |
| 30D | +8.4% | -14.3% | +22.7% | +9.1% |
| 3M | -2.2% | +12.6% | -14.8% | -2.5% |
| 6M | +13.3% | -11.8% | +25.2% | +11.4% |
| All | +13.3% | -11.6% | +24.9% | +11.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling