-39.4%
STZ vs FBTC
+54.8%
-94.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.3% | +3.8% | +2.5% |
| 7D | +3.4% | -2.4% | +5.8% | +3.4% |
| 30D | +19.6% | -9.1% | +28.7% | +19.6% |
| 3M | +8.0% | +15.0% | -7.0% | +7.8% |
| 6M | -0.3% | -6.9% | +6.6% | -0.1% |
| YTD | +8.6% | -14.7% | +23.3% | +9.3% |
| 1Y | +17.3% | -28.1% | +45.4% | +18.9% |
| All | -39.4% | +54.8% | -94.2% | -40.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling