+170.6%
STT vs FBTC
+59.7%
+110.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | -0.1% |
| 7D | -1.4% | -5.8% | +4.5% | -0.4% |
| 30D | +2.2% | +21.4% | -19.2% | -1.1% |
| 3M | +18.8% | +24.5% | -5.6% | +14.5% |
| 6M | +57.9% | +9.9% | +48.0% | +54.8% |
| YTD | +51.0% | -12.0% | +63.0% | +52.2% |
| 1Y | +77.1% | -32.3% | +109.5% | +85.4% |
| All | +170.6% | +59.7% | +110.9% | +148.0% |
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