-10.5%
SYK vs FBTC
+59.7%
-70.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.5% | -1.9% |
| 7D | -12.3% | -5.8% | -6.5% | -12.1% |
| 30D | -22.4% | +21.4% | -43.9% | -23.1% |
| 3M | -12.3% | +24.5% | -36.8% | -13.3% |
| 6M | -24.3% | +9.9% | -34.2% | -24.7% |
| YTD | -22.8% | -12.0% | -10.7% | -22.3% |
| 1Y | -28.8% | -32.3% | +3.6% | -27.1% |
| All | -10.5% | +59.7% | -70.2% | -10.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling