-11.9%
SRE vs FBTC
-14.2%
+2.3%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.5% | +4.2% | +0.4% |
| 7D | +1.8% | -9.2% | +10.9% | +0.9% |
| 30D | -3.0% | -15.8% | +12.8% | -4.4% |
| 3M | -7.3% | +8.7% | -15.9% | -5.3% |
| 6M | -11.9% | -13.6% | +1.7% | -13.7% |
| All | -11.9% | -14.2% | +2.3% | -13.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling