+11.2%
BITQ vs SPY
+80.9%
-69.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -1.1% |
| 7D | +6.8% | -0.4% | +7.2% | +8.0% |
| 30D | +17.4% | -1.4% | +18.8% | +21.6% |
| 3M | +1.0% | +3.7% | -2.7% | -6.7% |
| 6M | +29.6% | +13.0% | +16.6% | -0.6% |
| YTD | +30.8% | +12.4% | +18.4% | +3.0% |
| 1Y | +23.3% | +18.5% | +4.7% | -12.8% |
| 3Y | +267.2% | +77.6% | +189.6% | +6.8% |
| All | +11.2% | +80.9% | -69.7% | -63.7% |
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