-12.5%
SPGI vs FBTC
-28.2%
+15.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +1.0% | -1.3% |
| 7D | +0.1% | +2.9% | -2.8% | -0.2% |
| 30D | +8.4% | +23.0% | -14.6% | +6.0% |
| 3M | +11.8% | +25.6% | -13.7% | +8.9% |
| 6M | +5.7% | +9.0% | -3.3% | +4.0% |
| YTD | -9.7% | -8.9% | -0.7% | -9.8% |
| 1Y | -12.5% | -27.5% | +15.1% | -13.4% |
| All | -12.5% | -28.2% | +15.8% | -13.4% |
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