+160.3%
BITO vs SIMO
+469.0%
-308.7%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -0.6% |
| 7D | +1.1% | +14.5% | -13.5% | -0.9% |
| 30D | +21.8% | +20.4% | +1.3% | +18.2% |
| 3M | +25.0% | +7.1% | +17.9% | +21.6% |
| 6M | +11.3% | +129.2% | -117.9% | -9.0% |
| YTD | -12.7% | +201.9% | -214.6% | -34.6% |
| 1Y | -32.3% | +235.5% | -267.8% | -50.9% |
| All | +160.3% | +469.0% | -308.7% | +71.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling