-29.9%
BITO vs SAN
+58.9%
-88.8%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.1% |
| 7D | +2.9% | +1.8% | +1.1% | +2.2% |
| 30D | +22.6% | +2.0% | +20.6% | +21.6% |
| 3M | +24.7% | +19.7% | +4.9% | +15.8% |
| 6M | +7.5% | +30.6% | -23.2% | -4.1% |
| YTD | -10.8% | +28.8% | -39.6% | -19.7% |
| 1Y | -29.9% | +57.8% | -87.7% | -37.1% |
| All | -29.9% | +58.9% | -88.8% | -37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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