+32.8%
SPG vs FBTC
-28.8%
+61.6%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | +0.1% |
| 7D | +2.7% | -6.8% | +9.5% | +2.8% |
| 30D | +16.6% | -9.9% | +26.4% | +16.7% |
| 3M | +8.1% | +17.5% | -9.4% | +7.8% |
| 6M | +19.3% | -9.1% | +28.4% | +20.2% |
| YTD | +31.1% | -14.9% | +46.0% | +29.1% |
| 1Y | +32.8% | -27.6% | +60.4% | +30.4% |
| All | +32.8% | -28.8% | +61.6% | +30.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling