-9.1%
BITO vs SAP
+58.4%
-67.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.2% | -1.1% |
| 7D | +1.5% | -0.3% | +1.8% | +1.7% |
| 30D | +20.0% | +2.6% | +17.4% | +18.7% |
| 3M | +22.8% | +16.3% | +6.5% | +13.8% |
| 6M | +13.1% | +6.4% | +6.7% | +8.7% |
| YTD | -12.5% | -11.4% | -1.0% | -7.9% |
| 1Y | -32.6% | -20.4% | -12.2% | -24.5% |
| 3Y | +151.0% | +56.5% | +94.5% | +72.1% |
| All | -9.1% | +58.4% | -67.5% | -42.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling