-10.6%
BITO vs SPGI
+0.2%
-10.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -3.4% | -7.4% | +4.0% | +0.4% |
| 30D | +21.4% | +0.4% | +21.0% | +21.1% |
| 3M | +20.5% | +5.3% | +15.2% | +16.5% |
| 6M | +7.4% | +1.7% | +5.7% | +5.2% |
| YTD | -13.9% | -16.4% | +2.5% | -6.5% |
| 1Y | -35.1% | -20.5% | -14.6% | -27.7% |
| 3Y | +156.8% | +14.2% | +142.6% | +117.7% |
| All | -10.6% | +0.2% | -10.8% | -18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 10y: compounded portfolio wealth divided by compounded SPGI 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…
10y analysis · Full analysis span regression · 6 months rolling