-87.3%
BITI vs SPY
+116.8%
-204.1%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.0% | +0.9% |
| 7D | +3.4% | -0.8% | +4.2% | +2.5% |
| 30D | -19.0% | -1.1% | -17.9% | -20.0% |
| 3M | -19.2% | +3.9% | -23.1% | -14.9% |
| 6M | -11.9% | +13.6% | -25.5% | +4.9% |
| YTD | +2.4% | +12.7% | -10.2% | +21.8% |
| 1Y | +29.9% | +17.5% | +12.4% | +63.7% |
| 3Y | -78.1% | +76.9% | -155.0% | -52.1% |
| All | -87.3% | +116.8% | -204.1% | -59.8% |
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