+21.4%
STM vs FBTC
+65.3%
-43.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.5% | +4.4% | +2.6% |
| 7D | +5.8% | +2.9% | +2.9% | +4.9% |
| 30D | -1.0% | +23.0% | -24.0% | -6.7% |
| 3M | -33.3% | +25.6% | -58.8% | -37.2% |
| 6M | +57.4% | +9.0% | +48.4% | +52.7% |
| YTD | +102.2% | -8.9% | +111.1% | +103.8% |
| 1Y | +99.6% | -27.5% | +127.1% | +112.6% |
| All | +21.4% | +65.3% | -43.9% | +13.4% |
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