+55.1%
BITO vs SIMO
+221.6%
-166.5%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -5.6% | +2.0% | -2.8% |
| 7D | -9.2% | +4.1% | -13.3% | -9.7% |
| 30D | -15.9% | -24.0% | +8.0% | -13.3% |
| 3M | +7.3% | -31.8% | +39.1% | +11.1% |
| 6M | -15.2% | -36.9% | +21.7% | -12.9% |
| YTD | -23.8% | +84.8% | -108.6% | -40.1% |
| 1Y | -32.2% | +99.0% | -131.2% | -48.0% |
| 3Y | +55.1% | +217.9% | -162.9% | +12.2% |
| All | +55.1% | +221.6% | -166.5% | +12.2% |
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