+38.4%
SO vs FBTC
+62.5%
-24.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.7% | +1.0% |
| 7D | +1.0% | +1.5% | -0.5% | +1.0% |
| 30D | -3.2% | +20.7% | -23.9% | -2.9% |
| 3M | -1.7% | +23.7% | -25.4% | -1.4% |
| 6M | -7.2% | +15.0% | -22.2% | -6.9% |
| YTD | +4.6% | -10.5% | +15.1% | +4.8% |
| 1Y | +1.2% | -30.3% | +31.5% | +1.2% |
| All | +38.4% | +62.5% | -24.0% | +35.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling