+64.5%
SPYM vs FBTC
+47.7%
+16.8%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.4% | +4.1% | +0.3% |
| 7D | +3.3% | -6.3% | +9.5% | +4.1% |
| 30D | -2.6% | -14.3% | +11.6% | -0.7% |
| 3M | -1.7% | +12.6% | -14.3% | -3.3% |
| 6M | +3.1% | -11.8% | +15.0% | +4.5% |
| YTD | +12.0% | -18.6% | +30.6% | +13.9% |
| 1Y | +12.1% | -29.9% | +42.0% | +15.9% |
| All | +64.5% | +47.7% | +16.8% | +57.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling