-47.5%
BITU vs SPY
+51.5%
-99.0%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.6% | -1.9% |
| 7D | -6.6% | -0.8% | -5.9% | -4.8% |
| 30D | +44.6% | -1.1% | +45.6% | +48.8% |
| 3M | +37.3% | +3.9% | +33.5% | +25.0% |
| 6M | +3.5% | +13.6% | -10.1% | -24.0% |
| YTD | -39.5% | +12.7% | -52.2% | -53.2% |
| 1Y | -68.1% | +17.5% | -85.6% | -77.1% |
| All | -47.5% | +51.5% | -99.0% | -80.4% |
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