+41.1%
BITW vs SPY
+126.7%
-85.6%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.3% |
| 7D | +1.9% | +0.5% | +1.4% | +1.2% |
| 30D | +23.2% | -0.9% | +24.1% | +25.0% |
| 3M | +26.9% | +3.9% | +23.1% | +19.9% |
| 6M | +15.4% | +14.5% | +0.8% | -5.7% |
| YTD | -12.6% | +12.9% | -25.5% | -26.3% |
| 1Y | -32.0% | +19.4% | -51.3% | -46.7% |
| 3Y | +318.3% | +78.5% | +239.8% | +77.6% |
| 5Y | -10.7% | +81.8% | -92.5% | -61.0% |
| All | +41.1% | +126.7% | -85.6% | -67.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling