-9.4%
BITO vs SHW
+12.1%
-21.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.3% |
| 7D | +1.1% | -3.2% | +4.3% | +2.1% |
| 30D | +21.8% | -11.4% | +33.2% | +26.5% |
| 3M | +25.0% | +3.5% | +21.5% | +22.9% |
| 6M | +11.3% | -3.4% | +14.7% | +11.8% |
| YTD | -12.7% | -0.3% | -12.4% | -13.6% |
| 1Y | -32.3% | -10.4% | -21.9% | -30.5% |
| 3Y | +150.3% | +21.3% | +129.0% | +126.5% |
| All | -9.4% | +12.1% | -21.5% | -16.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling