+13.7%
SYY vs FBTC
+65.3%
-51.6%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.5% | +1.3% | -1.2% |
| 7D | -2.3% | +2.9% | -5.2% | -2.4% |
| 30D | -4.9% | +23.0% | -28.0% | -5.5% |
| 3M | +8.4% | +25.6% | -17.2% | +7.6% |
| 6M | -7.4% | +9.0% | -16.3% | -7.6% |
| YTD | +11.0% | -8.9% | +19.9% | +11.1% |
| 1Y | -0.2% | -27.5% | +27.3% | +0.5% |
| All | +13.7% | +65.3% | -51.6% | +13.2% |
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