-10.6%
BITO vs SAN
+344.1%
-354.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.2% |
| 7D | -5.8% | -2.8% | -3.0% | -4.8% |
| 30D | +21.1% | -0.5% | +21.7% | +21.4% |
| 3M | +23.5% | +22.7% | +0.8% | +13.9% |
| 6M | +8.3% | +28.8% | -20.5% | -2.5% |
| YTD | -13.9% | +26.3% | -40.1% | -22.0% |
| 1Y | -34.5% | +48.8% | -83.4% | -44.5% |
| 3Y | +147.0% | +347.2% | -200.2% | +32.1% |
| All | -10.6% | +344.1% | -354.6% | -57.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling