-10.6%
BITO vs SGI
+53.0%
-63.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.3% |
| 7D | -3.4% | -4.5% | +1.0% | -1.9% |
| 30D | +21.4% | +4.2% | +17.2% | +19.5% |
| 3M | +20.5% | -7.4% | +27.9% | +22.8% |
| 6M | +7.4% | -15.1% | +22.4% | +11.8% |
| YTD | -13.9% | -24.7% | +10.8% | -6.9% |
| 1Y | -35.1% | -21.8% | -13.3% | -31.4% |
| 3Y | +156.8% | +50.0% | +106.8% | +103.9% |
| All | -10.6% | +53.0% | -63.6% | -41.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling