+736.2%
SMTC vs FBTC
+60.2%
+676.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.3% | +4.8% | +5.0% |
| 7D | +13.1% | -3.1% | +16.2% | +14.2% |
| 30D | +19.5% | +22.0% | -2.6% | +10.9% |
| 3M | +2.2% | +21.6% | -19.4% | -4.8% |
| 6M | +94.9% | +9.2% | +85.6% | +88.0% |
| YTD | +127.0% | -11.8% | +138.7% | +131.1% |
| 1Y | +174.6% | -32.7% | +207.3% | +205.7% |
| All | +736.2% | +60.2% | +676.0% | +611.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling