-78.2%
STLA vs FBTC
+52.5%
-130.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.5% | -2.1% | -3.3% |
| 7D | -4.9% | -5.4% | +0.5% | -3.9% |
| 30D | -4.9% | -10.5% | +5.6% | -2.9% |
| 3M | -23.7% | +15.1% | -38.8% | -25.8% |
| 6M | -45.0% | -8.3% | -36.7% | -44.4% |
| YTD | -60.9% | -16.0% | -44.9% | -59.7% |
| 1Y | -58.9% | -30.7% | -28.2% | -55.8% |
| All | -78.2% | +52.5% | -130.8% | -80.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling