+156.8%
BITO vs SPYG
+98.4%
+58.4%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.8% |
| 7D | -3.4% | -0.9% | -2.6% | -2.6% |
| 30D | +21.4% | -1.5% | +22.9% | +23.1% |
| 3M | +20.5% | +3.7% | +16.8% | +16.2% |
| 6M | +7.4% | +16.4% | -9.0% | -7.2% |
| YTD | -13.9% | +13.3% | -27.2% | -23.3% |
| 1Y | -35.1% | +17.9% | -52.9% | -43.9% |
| 3Y | +156.8% | +98.3% | +58.5% | +61.3% |
| All | +156.8% | +98.4% | +58.4% | +61.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling