+417.1%
SITM vs FBTC
+59.7%
+357.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.4% | +3.5% | +2.6% |
| 7D | +4.8% | -5.8% | +10.7% | +7.1% |
| 30D | -9.7% | +21.4% | -31.1% | -16.5% |
| 3M | -9.3% | +24.5% | -33.8% | -17.0% |
| 6M | +69.5% | +9.9% | +59.6% | +62.6% |
| YTD | +70.5% | -12.0% | +82.6% | +74.7% |
| 1Y | +145.3% | -32.3% | +177.6% | +180.4% |
| All | +417.1% | +59.7% | +357.4% | +368.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling