-35.1%
BITO vs SE
-45.5%
+10.5%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.2% |
| 7D | -3.4% | -5.2% | +1.8% | -2.7% |
| 30D | +21.4% | -17.1% | +38.5% | +24.9% |
| 3M | +20.5% | +24.0% | -3.5% | +14.7% |
| 6M | +7.4% | +21.0% | -13.6% | +2.0% |
| YTD | -13.9% | -16.7% | +2.8% | -8.8% |
| 1Y | -35.1% | -45.9% | +10.9% | -19.2% |
| All | -35.1% | -45.5% | +10.5% | -19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 SE 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