-29.9%
BITO vs SRE
+4.7%
-34.6%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.8% | -2.4% |
| 7D | +2.9% | -0.3% | +3.2% | +2.9% |
| 30D | +22.6% | -0.7% | +23.3% | +22.2% |
| 3M | +24.7% | -6.3% | +31.0% | +25.1% |
| 6M | +7.5% | -10.7% | +18.1% | +9.4% |
| YTD | -10.8% | -3.5% | -7.3% | -12.4% |
| 1Y | -29.9% | +5.3% | -35.2% | -31.0% |
| All | -29.9% | +4.7% | -34.6% | -31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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