-8.4%
BITW vs SPY
+79.8%
-88.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -0.6% |
| 7D | -5.4% | -2.0% | -3.4% | -2.6% |
| 30D | +23.6% | -1.7% | +25.2% | +26.6% |
| 3M | +28.1% | +4.7% | +23.4% | +19.9% |
| 6M | +10.4% | +12.5% | -2.1% | -6.5% |
| YTD | -14.2% | +11.7% | -25.9% | -26.0% |
| 1Y | -34.7% | +17.5% | -52.2% | -47.1% |
| 3Y | +310.3% | +76.6% | +233.8% | +86.9% |
| 5Y | -8.4% | +82.0% | -90.4% | -59.9% |
| All | -8.4% | +79.8% | -88.1% | -59.9% |
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