-2.9%
STM vs FBTC
+56.9%
-59.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.4% | +4.8% | +4.5% |
| 7D | -10.7% | -1.2% | -9.5% | -10.3% |
| 30D | -25.7% | -9.1% | -16.6% | -23.5% |
| 3M | -21.6% | +17.6% | -39.1% | -25.0% |
| 6M | -27.8% | -7.1% | -20.7% | -26.6% |
| YTD | +61.8% | -13.6% | +75.3% | +65.8% |
| 1Y | +78.1% | -25.1% | +103.2% | +88.9% |
| All | -2.9% | +56.9% | -59.8% | -7.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling