+338.3%
BITW vs SPY
+77.0%
+261.3%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | -0.3% |
| 7D | -2.1% | -0.8% | -1.4% | -1.1% |
| 30D | +24.8% | -1.1% | +25.8% | +26.6% |
| 3M | +25.6% | +3.9% | +21.8% | +19.4% |
| 6M | +10.0% | +13.6% | -3.6% | -6.9% |
| YTD | -13.5% | +12.7% | -26.1% | -25.3% |
| 1Y | -34.9% | +17.5% | -52.4% | -46.2% |
| 3Y | +338.3% | +76.9% | +261.4% | +158.6% |
| All | +338.3% | +77.0% | +261.3% | +158.6% |
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