-23.4%
BITO vs SIMO
+94.5%
-117.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -9.6% | +12.5% | +3.5% |
| 7D | -1.9% | -16.9% | +14.9% | -0.9% |
| 30D | -6.7% | -35.4% | +28.6% | -4.7% |
| 3M | +23.1% | -31.9% | +54.9% | +25.0% |
| 6M | -2.0% | -19.3% | +17.3% | -2.3% |
| YTD | -11.4% | +98.5% | -109.9% | -22.7% |
| 1Y | -23.4% | +100.5% | -123.9% | -33.8% |
| All | -23.4% | +94.5% | -117.8% | -33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 1y: compounded portfolio wealth divided by compounded SIMO 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…
1y analysis · Full analysis span regression · 6 months rolling