-9.1%
BITO vs SPG
+92.3%
-101.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.2% | -3.0% | -2.5% |
| 7D | +1.5% | 0.0% | +1.5% | +1.5% |
| 30D | +20.0% | -4.9% | +25.0% | +23.4% |
| 3M | +22.8% | +3.3% | +19.4% | +19.8% |
| 6M | +13.1% | +11.2% | +1.9% | +5.3% |
| YTD | -12.5% | +17.1% | -29.5% | -21.1% |
| 1Y | -32.6% | +21.6% | -54.2% | -40.9% |
| 3Y | +151.0% | +111.9% | +39.2% | +47.0% |
| All | -9.1% | +92.3% | -101.4% | -44.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling