-18.5%
SPGI vs FBTC
-30.9%
+12.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.3% | -2.5% |
| 7D | -3.1% | +1.1% | -4.2% | -3.2% |
| 30D | +2.0% | +22.3% | -20.2% | -0.2% |
| 3M | +4.3% | +26.0% | -21.7% | +1.6% |
| 6M | -0.2% | +13.2% | -13.4% | -2.1% |
| YTD | -14.8% | -10.7% | -4.1% | -14.8% |
| 1Y | -18.5% | -30.0% | +11.4% | -19.3% |
| All | -18.5% | -30.9% | +12.4% | -19.3% |
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