-10.6%
BITO vs SAP
+54.2%
-64.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -0.6% |
| 7D | -5.8% | -5.1% | -0.7% | -3.5% |
| 30D | +21.1% | -1.8% | +22.9% | +22.2% |
| 3M | +23.5% | +20.9% | +2.6% | +12.2% |
| 6M | +8.3% | +7.0% | +1.3% | +3.6% |
| YTD | -13.9% | -13.7% | -0.1% | -8.3% |
| 1Y | -34.5% | -19.6% | -15.0% | -27.3% |
| 3Y | +147.0% | +52.4% | +94.6% | +71.4% |
| All | -10.6% | +54.2% | -64.8% | -43.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling