-9.1%
BITO vs S
-69.2%
+60.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.4% | -1.3% |
| 7D | +1.5% | -5.8% | +7.4% | +3.1% |
| 30D | +20.0% | -9.2% | +29.2% | +22.3% |
| 3M | +22.8% | +23.4% | -0.6% | +14.8% |
| 6M | +13.1% | +36.9% | -23.8% | +1.7% |
| YTD | -12.5% | +29.5% | -42.0% | -20.3% |
| 1Y | -32.6% | +5.4% | -38.0% | -35.4% |
| 3Y | +151.0% | +14.7% | +136.3% | +125.5% |
| All | -9.1% | -69.2% | +60.1% | +2.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling