-10.6%
BITO vs SFM
+224.7%
-235.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.1% |
| 7D | -3.4% | -10.6% | +7.2% | -2.2% |
| 30D | +21.4% | -15.5% | +36.9% | +23.6% |
| 3M | +20.5% | -17.4% | +37.9% | +22.8% |
| 6M | +7.4% | -3.4% | +10.8% | +6.8% |
| YTD | -13.9% | -8.7% | -5.2% | -13.8% |
| 1Y | -35.1% | -47.2% | +12.1% | -30.2% |
| 3Y | +156.8% | +82.7% | +74.1% | +140.9% |
| All | -10.6% | +224.7% | -235.2% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 10y: compounded portfolio wealth divided by compounded SFM 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…
10y analysis · Full analysis span regression · 6 months rolling