+15.0%
SHW vs FBTC
+65.3%
-50.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +3.0% | +0.6% |
| 7D | -3.2% | +2.9% | -6.2% | -3.4% |
| 30D | -9.5% | +23.0% | -32.5% | -10.8% |
| 3M | +11.5% | +25.6% | -14.1% | +9.6% |
| 6M | -3.5% | +9.0% | -12.5% | -4.2% |
| YTD | +3.7% | -8.9% | +12.7% | +4.1% |
| 1Y | -7.9% | -27.5% | +19.6% | -6.2% |
| All | +15.0% | +65.3% | -50.3% | +13.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling