-47.7%
BITU vs SPY
+50.2%
-97.8%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -1.3% |
| 7D | -11.4% | -2.0% | -9.4% | -6.6% |
| 30D | +43.6% | -1.7% | +45.3% | +50.1% |
| 3M | +44.3% | +4.7% | +39.6% | +28.7% |
| 6M | +5.1% | +12.5% | -7.4% | -20.8% |
| YTD | -39.7% | +11.7% | -51.4% | -52.2% |
| 1Y | -67.7% | +17.5% | -85.1% | -76.7% |
| All | -47.7% | +50.2% | -97.8% | -80.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling