+156.8%
BITO vs SPG
+106.6%
+50.2%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.4% |
| 7D | -5.8% | -2.2% | -3.6% | -5.1% |
| 30D | +21.1% | -5.8% | +26.9% | +23.5% |
| 3M | +23.5% | -2.8% | +26.3% | +24.2% |
| 6M | +8.3% | +8.9% | -0.6% | +4.1% |
| YTD | -13.9% | +14.3% | -28.2% | -18.6% |
| 1Y | -34.5% | +19.5% | -54.0% | -39.5% |
| All | +156.8% | +106.6% | +50.2% | +124.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling