-23.4%
BITO vs SPG
+34.3%
-57.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.9% | 0.0% | +2.7% |
| 7D | -1.9% | +8.2% | -10.1% | -2.3% |
| 30D | -6.7% | +13.5% | -20.2% | -7.5% |
| 3M | +23.1% | +2.2% | +20.8% | +22.9% |
| 6M | -2.0% | +15.9% | -17.9% | -4.1% |
| YTD | -11.4% | +27.6% | -39.0% | -11.3% |
| 1Y | -23.4% | +30.9% | -54.3% | -22.5% |
| All | -23.4% | +34.3% | -57.6% | -22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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