+55.1%
BITO vs SPGI
+30.0%
+25.1%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.1% | -4.7% | -3.9% |
| 7D | -9.2% | +1.2% | -10.5% | -9.6% |
| 30D | -15.9% | +15.9% | -31.8% | -19.8% |
| 3M | +7.3% | +12.3% | -5.0% | +3.4% |
| 6M | -15.2% | +23.7% | -38.9% | -21.2% |
| YTD | -23.8% | -3.5% | -20.2% | -23.1% |
| 1Y | -32.2% | +0.4% | -32.6% | -32.5% |
| 3Y | +55.1% | +29.9% | +25.2% | +70.7% |
| All | +55.1% | +30.0% | +25.1% | +70.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling