-35.1%
BITO vs SGI
-21.0%
-14.1%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.1% |
| 7D | -3.4% | -4.5% | +1.0% | -2.9% |
| 30D | +21.4% | +4.2% | +17.2% | +20.8% |
| 3M | +20.5% | -7.4% | +27.9% | +21.1% |
| 6M | +7.4% | -15.1% | +22.4% | +7.6% |
| YTD | -13.9% | -24.7% | +10.8% | -12.8% |
| 1Y | -35.1% | -21.8% | -13.3% | -32.0% |
| All | -35.1% | -21.0% | -14.1% | -32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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