-10.6%
BITO vs SE
-70.9%
+60.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.1% |
| 7D | -5.8% | -4.8% | -1.0% | -4.6% |
| 30D | +21.1% | -18.1% | +39.2% | +27.5% |
| 3M | +23.5% | +30.6% | -7.1% | +13.5% |
| 6M | +8.3% | +20.8% | -12.5% | +0.8% |
| YTD | -13.9% | -15.6% | +1.7% | -12.2% |
| 1Y | -34.5% | -44.2% | +9.7% | -25.2% |
| 3Y | +147.0% | +181.5% | -34.5% | +68.6% |
| All | -10.6% | -70.9% | +60.3% | -15.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling