-10.6%
BITO vs SPYG
+85.0%
-95.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.9% |
| 7D | -3.4% | -0.9% | -2.6% | -2.5% |
| 30D | +21.4% | -1.5% | +22.9% | +23.5% |
| 3M | +20.5% | +3.7% | +16.8% | +15.3% |
| 6M | +7.4% | +16.4% | -9.0% | -9.8% |
| YTD | -13.9% | +13.3% | -27.2% | -25.0% |
| 1Y | -35.1% | +17.9% | -52.9% | -45.7% |
| 3Y | +156.8% | +98.3% | +58.5% | +15.5% |
| All | -10.6% | +85.0% | -95.5% | -50.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling