-35.1%
BITO vs S
+8.9%
-44.0%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -3.4% | -0.7% | -2.8% | -3.3% |
| 30D | +21.4% | -11.4% | +32.8% | +24.0% |
| 3M | +20.5% | +33.8% | -13.3% | +10.2% |
| 6M | +7.4% | +39.5% | -32.1% | -4.7% |
| YTD | -13.9% | +31.7% | -45.5% | -22.4% |
| 1Y | -35.1% | +7.0% | -42.1% | -37.2% |
| All | -35.1% | +8.9% | -44.0% | -37.2% |
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