+76.4%
BIT vs SPY
+318.9%
-242.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.7% |
| 7D | -1.0% | -2.0% | +1.0% | -0.1% |
| 30D | -3.4% | -1.7% | -1.8% | -2.7% |
| 3M | -3.2% | +4.7% | -7.9% | -5.2% |
| 6M | -2.7% | +12.5% | -15.2% | -7.8% |
| YTD | -2.5% | +11.7% | -14.3% | -7.4% |
| 1Y | -5.3% | +17.5% | -22.8% | -12.1% |
| 3Y | +8.6% | +76.6% | -67.9% | -17.3% |
| 5Y | +2.0% | +82.0% | -80.0% | -24.3% |
| All | +76.4% | +318.9% | -242.5% | -12.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling