+64.2%
BITB vs SPY
+64.9%
-0.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.9% |
| 7D | -3.2% | -0.8% | -2.4% | -2.2% |
| 30D | +22.0% | -1.1% | +23.1% | +23.7% |
| 3M | +21.5% | +3.9% | +17.7% | +15.8% |
| 6M | +9.3% | +13.6% | -4.3% | -6.8% |
| YTD | -11.8% | +12.7% | -24.5% | -23.5% |
| 1Y | -32.7% | +17.5% | -50.2% | -44.1% |
| All | +64.2% | +64.9% | -0.6% | -8.2% |
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 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