+546.0%
STX vs FBTC
+52.5%
+493.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.6% |
| 7D | -17.3% | -5.4% | -11.9% | -16.2% |
| 30D | -35.9% | -10.5% | -25.5% | -34.3% |
| 3M | -37.3% | +15.1% | -52.4% | -38.9% |
| 6M | -35.8% | -8.3% | -27.6% | -34.9% |
| YTD | +82.7% | -16.0% | +98.7% | +85.9% |
| 1Y | +71.6% | -30.7% | +102.3% | +79.2% |
| All | +546.0% | +52.5% | +493.5% | +524.5% |
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 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