+22.1%
SONY vs FBTC
+62.5%
-40.4%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.7% | -2.5% | -4.1% |
| 7D | -5.2% | +1.5% | -6.7% | -5.3% |
| 30D | +0.3% | +20.7% | -20.4% | -1.3% |
| 3M | +6.2% | +23.7% | -17.4% | +4.3% |
| 6M | +9.5% | +15.0% | -5.5% | +8.0% |
| YTD | -8.1% | -10.5% | +2.4% | -8.0% |
| 1Y | -17.9% | -30.3% | +12.3% | -16.5% |
| All | +22.1% | +62.5% | -40.4% | +26.4% |
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