+15.8%
SRE vs FBTC
+42.6%
-26.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.5% | +4.2% | +1.0% |
| 7D | +1.8% | -9.2% | +10.9% | +2.5% |
| 30D | -3.0% | -15.8% | +12.8% | -1.7% |
| 3M | -7.3% | +8.7% | -15.9% | -8.2% |
| 6M | -11.9% | -13.6% | +1.7% | -10.9% |
| YTD | -7.9% | -21.5% | +13.6% | -6.2% |
| 1Y | -11.1% | -29.9% | +18.8% | -8.5% |
| All | +15.8% | +42.6% | -26.7% | +13.0% |
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 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