-61.1%
BITU vs SPY
+21.3%
-82.4%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.6% | +1.0% | +10.6% | +8.1% |
| 7D | +4.0% | +0.3% | +3.7% | +3.3% |
| 30D | +57.8% | +0.2% | +57.5% | +56.5% |
| 3M | +44.6% | +2.8% | +41.8% | +32.2% |
| 6M | +23.8% | +14.3% | +9.6% | -22.9% |
| YTD | -31.9% | +14.0% | -45.9% | -55.5% |
| All | -61.1% | +21.3% | -82.4% | -75.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling