-29.9%
BITO vs SPYG
+22.6%
-52.5%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.3% | -2.3% |
| 7D | +2.9% | +0.4% | +2.5% | +2.5% |
| 30D | +22.6% | -0.4% | +23.0% | +23.2% |
| 3M | +24.7% | +0.5% | +24.1% | +24.1% |
| 6M | +7.5% | +17.5% | -10.0% | -13.9% |
| YTD | -10.8% | +14.3% | -25.1% | -25.5% |
| 1Y | -29.9% | +21.7% | -51.6% | -42.7% |
| All | -29.9% | +22.6% | -52.5% | -42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 1y: compounded portfolio wealth divided by compounded SPYG 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…
1y analysis · Full analysis span regression · 6 months rolling