+80.2%
SPY vs BITO
-8.3%
+88.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -0.8% | -3.4% | +2.7% | -0.3% |
| 30D | -1.1% | +21.4% | -22.5% | -3.8% |
| 3M | +3.9% | +20.5% | -16.6% | +1.0% |
| 6M | +13.6% | +7.4% | +6.2% | +12.1% |
| YTD | +12.7% | -13.9% | +26.5% | +14.0% |
| 1Y | +17.5% | -35.1% | +52.6% | +23.2% |
| 3Y | +76.9% | +156.8% | -79.9% | +47.1% |
| All | +80.2% | -8.3% | +88.5% | +63.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BITO.
Daily Out/Under-Performance
Portfolio return minus BITO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BITO 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 BITO 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