-35.1%
BITO vs SRE
+4.6%
-39.6%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.1% |
| 7D | -3.4% | -0.8% | -2.6% | -3.4% |
| 30D | +21.4% | -3.0% | +24.4% | +21.4% |
| 3M | +20.5% | -8.3% | +28.8% | +21.6% |
| 6M | +7.4% | -8.9% | +16.3% | +7.8% |
| YTD | -13.9% | -4.3% | -9.6% | -15.5% |
| 1Y | -35.1% | +2.7% | -37.8% | -36.4% |
| All | -35.1% | +4.6% | -39.6% | -36.4% |
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