-23.4%
BITO vs SPYM
+14.7%
-38.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.7% | +1.2% | 0.0% |
| 7D | -1.9% | -0.7% | -1.2% | -0.6% |
| 30D | -6.7% | -1.1% | -5.7% | -4.8% |
| 3M | +23.1% | -0.3% | +23.4% | +24.0% |
| 6M | -2.0% | +7.3% | -9.4% | -14.2% |
| YTD | -11.4% | +13.4% | -24.8% | -28.4% |
| 1Y | -23.4% | +14.8% | -38.2% | -39.5% |
| All | -23.4% | +14.7% | -38.1% | -39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 1y: compounded portfolio wealth divided by compounded SPYM 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…
1y analysis · Full analysis span regression · 6 months rolling