-10.6%
BITO vs SRE
+49.8%
-60.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -0.9% |
| 7D | -5.8% | -0.7% | -5.1% | -5.6% |
| 30D | +21.1% | -1.7% | +22.9% | +21.5% |
| 3M | +23.5% | -7.1% | +30.6% | +26.3% |
| 6M | +8.3% | -8.4% | +16.6% | +10.9% |
| YTD | -13.9% | -3.5% | -10.4% | -13.7% |
| 1Y | -34.5% | +5.4% | -39.9% | -36.8% |
| 3Y | +147.0% | +29.5% | +117.5% | +114.4% |
| All | -10.6% | +49.8% | -60.4% | -27.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling