-10.6%
BITO vs SAP
+54.5%
-65.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | -3.4% | -4.1% | +0.6% | -1.6% |
| 30D | +21.4% | +1.1% | +20.3% | +20.9% |
| 3M | +20.5% | +26.1% | -5.6% | +7.3% |
| 6M | +7.4% | +9.8% | -2.4% | +1.3% |
| YTD | -13.9% | -13.6% | -0.3% | -8.4% |
| 1Y | -35.1% | -18.7% | -16.4% | -28.4% |
| 3Y | +156.8% | +54.1% | +102.7% | +76.8% |
| All | -10.6% | +54.5% | -65.1% | -43.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling