+580.3%
STX vs FBTC
+42.6%
+537.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.5% | +0.4% | -2.3% |
| 7D | +14.6% | -9.2% | +23.8% | +17.0% |
| 30D | -26.0% | -15.8% | -10.2% | -23.0% |
| 3M | -42.6% | +8.7% | -51.3% | -43.3% |
| 6M | -35.3% | -13.6% | -21.6% | -33.4% |
| YTD | +92.5% | -21.5% | +113.9% | +98.7% |
| 1Y | +102.4% | -29.9% | +132.3% | +112.1% |
| All | +580.3% | +42.6% | +537.8% | +567.4% |
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 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