+79.7%
SPY vs BITO
-7.1%
+86.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | -0.4% | +1.1% | -1.4% | -0.5% |
| 30D | -1.4% | +21.8% | -23.1% | -4.1% |
| 3M | +3.7% | +25.0% | -21.3% | +0.3% |
| 6M | +13.0% | +11.3% | +1.7% | +10.9% |
| YTD | +12.4% | -12.7% | +25.1% | +13.5% |
| 1Y | +18.5% | -32.3% | +50.8% | +23.5% |
| 3Y | +77.6% | +150.3% | -72.7% | +48.3% |
| All | +79.7% | -7.1% | +86.8% | +62.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling