-10.6%
BITO vs SHW
+13.0%
-23.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | -0.6% |
| 7D | -3.4% | -3.1% | -0.3% | -2.5% |
| 30D | +21.4% | -10.0% | +31.4% | +25.5% |
| 3M | +20.5% | +2.3% | +18.2% | +18.9% |
| 6M | +7.4% | +0.7% | +6.7% | +6.3% |
| YTD | -13.9% | +0.5% | -14.4% | -15.0% |
| 1Y | -35.1% | -11.5% | -23.6% | -33.0% |
| 3Y | +156.8% | +21.3% | +135.5% | +132.5% |
| All | -10.6% | +13.0% | -23.6% | -17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SHW.
Daily Out/Under-Performance
Portfolio return minus SHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHW 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 SHW 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