+23.7%
YBTC vs SPY
+66.5%
-42.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.0% | -1.0% |
| 7D | +1.9% | +0.5% | +1.3% | +1.3% |
| 30D | +3.4% | -0.9% | +4.4% | +4.5% |
| 3M | +10.1% | +3.9% | +6.2% | +5.6% |
| 6M | +1.2% | +14.5% | -13.3% | -12.5% |
| YTD | -18.6% | +12.9% | -31.5% | -28.0% |
| 1Y | -38.1% | +19.4% | -57.5% | -47.9% |
| All | +23.7% | +66.5% | -42.8% | -20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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