+414.2%
SITM vs FBTC
+62.5%
+351.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.4% | -1.5% |
| 7D | +8.4% | +1.5% | +6.8% | +7.6% |
| 30D | -17.4% | +20.7% | -38.1% | -23.4% |
| 3M | -9.8% | +23.7% | -33.5% | -17.2% |
| 6M | +83.0% | +15.0% | +67.9% | +72.7% |
| YTD | +69.6% | -10.5% | +80.1% | +72.7% |
| 1Y | +144.9% | -30.3% | +175.2% | +176.6% |
| All | +414.2% | +62.5% | +351.7% | +362.7% |
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