-10.6%
BITO vs SPYM
+81.3%
-91.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -1.2% |
| 7D | -3.4% | -0.8% | -2.7% | -2.4% |
| 30D | +21.4% | -1.1% | +22.5% | +23.3% |
| 3M | +20.5% | +3.9% | +16.6% | +14.2% |
| 6M | +7.4% | +13.6% | -6.2% | -10.0% |
| YTD | -13.9% | +12.7% | -26.6% | -26.5% |
| 1Y | -35.1% | +17.6% | -52.7% | -47.4% |
| 3Y | +156.8% | +77.2% | +79.6% | +17.0% |
| All | -10.6% | +81.3% | -91.9% | -57.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling