-29.9%
BITO vs SAP
-19.8%
-10.1%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.3% |
| 7D | +2.9% | -2.9% | +5.8% | +3.4% |
| 30D | +22.6% | +9.0% | +13.6% | +21.0% |
| 3M | +24.7% | +14.9% | +9.7% | +22.9% |
| 6M | +7.5% | +11.9% | -4.4% | +7.0% |
| YTD | -10.8% | -9.9% | -0.9% | -4.6% |
| 1Y | -29.9% | -19.5% | -10.4% | -19.7% |
| All | -29.9% | -19.8% | -10.1% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 1y: compounded portfolio wealth divided by compounded SAP 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…
1y analysis · Full analysis span regression · 6 months rolling