+65.8%
SPG vs FBTC
+62.5%
+3.3%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +2.9% | +1.3% |
| 7D | 0.0% | +1.5% | -1.5% | -0.1% |
| 30D | -4.9% | +20.7% | -25.6% | -6.4% |
| 3M | +3.3% | +23.7% | -20.3% | +1.4% |
| 6M | +11.2% | +15.0% | -3.8% | +9.7% |
| YTD | +17.1% | -10.5% | +27.6% | +17.6% |
| 1Y | +21.6% | -30.3% | +51.8% | +25.0% |
| All | +65.8% | +62.5% | +3.3% | +58.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling