-9.4%
BITO vs SPY
+80.2%
-89.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | +0.3% |
| 7D | +1.1% | -0.4% | +1.4% | +1.6% |
| 30D | +21.8% | -1.4% | +23.1% | +24.1% |
| 3M | +25.0% | +3.7% | +21.3% | +18.9% |
| 6M | +11.3% | +13.0% | -1.7% | -5.7% |
| YTD | -12.7% | +12.4% | -25.1% | -25.0% |
| 1Y | -32.3% | +18.5% | -50.8% | -45.6% |
| 3Y | +150.3% | +77.6% | +72.7% | +14.5% |
| All | -9.4% | +80.2% | -89.6% | -56.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling