+9.7%
BIT vs SPY
+78.7%
-69.0%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | 0.0% | +0.5% | -0.5% | -0.2% |
| 30D | -2.4% | -0.9% | -1.5% | -2.1% |
| 3M | -2.4% | +3.9% | -6.3% | -3.7% |
| 6M | -1.8% | +14.5% | -16.3% | -6.4% |
| YTD | -1.6% | +12.9% | -14.5% | -5.8% |
| 1Y | -2.3% | +19.4% | -21.7% | -8.3% |
| 3Y | +9.7% | +78.5% | -68.7% | -13.2% |
| All | +9.7% | +78.7% | -69.0% | -13.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling