-10.6%
BITO vs SHEL
+137.4%
-148.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.3% |
| 7D | -3.4% | +4.1% | -7.6% | -4.8% |
| 30D | +21.4% | +8.4% | +13.0% | +18.1% |
| 3M | +20.5% | +13.7% | +6.8% | +14.9% |
| 6M | +7.4% | +12.7% | -5.3% | +2.3% |
| YTD | -13.9% | +35.3% | -49.2% | -23.2% |
| 1Y | -35.1% | +39.4% | -74.4% | -42.7% |
| 3Y | +156.8% | +71.5% | +85.4% | +107.2% |
| All | -10.6% | +137.4% | -148.0% | -41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SHEL.
Daily Out/Under-Performance
Portfolio return minus SHEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHEL 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 SHEL 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