+121.5%
STLD vs FBTC
+65.3%
+56.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.9% | -1.2% |
| 7D | +3.1% | +2.9% | +0.2% | +2.6% |
| 30D | -9.0% | +23.0% | -32.0% | -12.2% |
| 3M | -12.4% | +25.6% | -38.0% | -15.9% |
| 6M | +25.5% | +9.0% | +16.5% | +23.2% |
| YTD | +43.6% | -8.9% | +52.6% | +44.5% |
| 1Y | +87.2% | -27.5% | +114.7% | +96.2% |
| All | +121.5% | +65.3% | +56.2% | +103.5% |
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