+233.1%
SMH vs FBTC
+62.5%
+170.6%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +2.9% | +1.6% |
| 7D | +5.2% | +1.5% | +3.7% | +4.7% |
| 30D | -1.5% | +20.7% | -22.2% | -6.4% |
| 3M | -4.1% | +23.7% | -27.7% | -9.4% |
| 6M | +50.8% | +15.0% | +35.7% | +44.8% |
| YTD | +59.3% | -10.5% | +69.8% | +61.1% |
| 1Y | +94.1% | -30.3% | +124.3% | +107.4% |
| All | +233.1% | +62.5% | +170.6% | +208.2% |
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