+87.6%
SPYG vs FBTC
+62.5%
+25.2%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.2% |
| 7D | +1.2% | +1.5% | -0.4% | +0.9% |
| 30D | -1.6% | +20.7% | -22.2% | -4.7% |
| 3M | +3.4% | +23.7% | -20.3% | -0.4% |
| 6M | +18.9% | +15.0% | +3.9% | +15.8% |
| YTD | +13.8% | -10.5% | +24.3% | +14.5% |
| 1Y | +20.6% | -30.3% | +50.8% | +25.6% |
| All | +87.6% | +62.5% | +25.2% | +76.8% |
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