-9.4%
BITO vs SBAC
-38.9%
+29.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | 0.0% |
| 7D | +1.1% | +0.2% | +0.9% | +1.0% |
| 30D | +21.8% | +3.9% | +17.9% | +20.6% |
| 3M | +25.0% | -8.2% | +33.2% | +27.3% |
| 6M | +11.3% | -2.8% | +14.1% | +11.0% |
| YTD | -12.7% | -1.5% | -11.2% | -13.5% |
| 1Y | -32.3% | 0.0% | -32.3% | -33.4% |
| 3Y | +150.3% | -8.4% | +158.7% | +142.6% |
| All | -9.4% | -38.9% | +29.5% | +8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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