-9.4%
BITO vs SPOT
+102.5%
-111.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | 0.0% |
| 7D | +1.1% | -6.5% | +7.6% | +3.2% |
| 30D | +21.8% | +2.2% | +19.6% | +20.7% |
| 3M | +25.0% | +5.4% | +19.6% | +22.3% |
| 6M | +11.3% | -4.0% | +15.4% | +10.9% |
| YTD | -12.7% | -9.9% | -2.8% | -11.9% |
| 1Y | -32.3% | -27.3% | -5.0% | -26.7% |
| 3Y | +150.3% | +236.4% | -86.1% | +44.5% |
| All | -9.4% | +102.5% | -111.8% | -47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 SPOT 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