+27.1%
SW vs FBTC
-26.1%
+53.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.9% | +3.4% | -1.0% |
| 7D | +4.7% | -5.8% | +10.4% | +5.2% |
| 30D | +5.0% | -11.2% | +16.2% | +6.2% |
| 3M | -7.3% | +17.3% | -24.6% | -9.2% |
| 6M | +15.0% | -6.9% | +21.9% | +15.3% |
| YTD | +18.5% | -13.2% | +31.7% | +18.9% |
| 1Y | +27.1% | -26.9% | +54.0% | +28.1% |
| All | +27.1% | -26.1% | +53.2% | +28.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling