-87.3%
BITI vs SPY
+115.0%
-202.2%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +0.7% |
| 7D | +6.1% | -2.0% | +8.1% | +3.5% |
| 30D | -18.7% | -1.7% | -17.0% | -20.3% |
| 3M | -21.3% | +4.7% | -26.0% | -16.1% |
| 6M | -12.5% | +12.5% | -25.0% | +2.8% |
| YTD | +2.6% | +11.7% | -9.1% | +20.7% |
| 1Y | +29.0% | +17.5% | +11.5% | +62.4% |
| 3Y | -77.2% | +76.6% | -153.8% | -50.4% |
| All | -87.3% | +115.0% | -202.2% | -60.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling