+37.4%
SO vs FBTC
+62.0%
-24.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.5% | -0.7% |
| 7D | 0.0% | +1.1% | -1.1% | +0.1% |
| 30D | -2.5% | +22.3% | -24.7% | -2.2% |
| 3M | -4.2% | +26.0% | -30.2% | -3.9% |
| 6M | -7.7% | +13.2% | -20.8% | -7.4% |
| YTD | +3.8% | -10.7% | +14.5% | +4.0% |
| 1Y | +0.1% | -30.0% | +30.0% | 0.0% |
| All | +37.4% | +62.0% | -24.6% | +34.1% |
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 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