-29.9%
BITO vs S
+10.1%
-40.0%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.9% | -2.5% |
| 7D | +2.9% | -7.7% | +10.6% | +4.6% |
| 30D | +22.6% | -5.3% | +27.9% | +23.1% |
| 3M | +24.7% | +20.3% | +4.4% | +17.4% |
| 6M | +7.5% | +47.4% | -39.9% | -6.7% |
| YTD | -10.8% | +32.5% | -43.3% | -19.7% |
| 1Y | -29.9% | +9.5% | -39.4% | -32.6% |
| All | -29.9% | +10.1% | -40.0% | -32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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