+39.7%
BITW vs SPY
+126.2%
-86.6%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | -0.4% |
| 7D | -2.1% | -0.8% | -1.4% | -1.0% |
| 30D | +24.8% | -1.1% | +25.8% | +26.8% |
| 3M | +25.6% | +3.9% | +21.8% | +18.7% |
| 6M | +10.0% | +13.6% | -3.6% | -8.9% |
| YTD | -13.5% | +12.7% | -26.1% | -26.8% |
| 1Y | -34.9% | +17.5% | -52.4% | -47.9% |
| 3Y | +338.3% | +76.9% | +261.4% | +88.8% |
| 5Y | -7.6% | +83.6% | -91.1% | -60.6% |
| All | +39.7% | +126.2% | -86.6% | -68.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling