-10.6%
BITO vs SPYG
+83.5%
-94.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -0.4% |
| 7D | -5.8% | -1.8% | -4.0% | -3.9% |
| 30D | +21.1% | -1.9% | +23.1% | +23.7% |
| 3M | +23.5% | +5.2% | +18.3% | +16.4% |
| 6M | +8.3% | +15.6% | -7.3% | -8.3% |
| YTD | -13.9% | +12.4% | -26.3% | -24.3% |
| 1Y | -34.5% | +17.5% | -52.0% | -45.0% |
| 3Y | +147.0% | +98.1% | +48.9% | +11.1% |
| All | -10.6% | +83.5% | -94.0% | -50.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling