-7.4%
BITO vs SPGI
+8.2%
-15.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.9% | -1.6% |
| 7D | +2.9% | +0.1% | +2.7% | +2.8% |
| 30D | +22.6% | +8.4% | +14.2% | +17.5% |
| 3M | +24.7% | +11.8% | +12.8% | +16.7% |
| 6M | +7.5% | +5.7% | +1.7% | +3.3% |
| YTD | -10.8% | -9.7% | -1.1% | -6.9% |
| 1Y | -29.9% | -12.5% | -17.4% | -25.9% |
| 3Y | +158.9% | +21.8% | +137.1% | +113.1% |
| All | -7.4% | +8.2% | -15.6% | -18.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling