-12.1%
BITW vs SPY
+72.1%
-84.2%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -3.0% | -2.8% |
| 7D | -9.8% | +2.6% | -12.4% | -13.1% |
| 30D | -17.1% | -2.0% | -15.1% | -14.7% |
| 3M | +7.1% | -2.8% | +9.9% | +11.7% |
| 6M | -14.8% | +2.1% | -16.9% | -17.0% |
| YTD | -25.6% | +11.5% | -37.1% | -35.3% |
| 1Y | -32.7% | +13.5% | -46.1% | -42.7% |
| 3Y | +107.5% | +77.7% | +29.8% | -3.6% |
| All | -12.1% | +72.1% | -84.2% | -56.1% |
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