-10.6%
BITO vs SIMO
+326.3%
-336.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.5% | +3.2% | -0.6% |
| 7D | -5.8% | +12.5% | -18.4% | -7.7% |
| 30D | +21.1% | +18.4% | +2.7% | +17.3% |
| 3M | +23.5% | +5.6% | +17.9% | +19.7% |
| 6M | +8.3% | +116.9% | -108.6% | -11.8% |
| YTD | -13.9% | +188.4% | -202.3% | -35.2% |
| 1Y | -34.5% | +221.3% | -255.8% | -52.1% |
| 3Y | +147.0% | +438.6% | -291.6% | +56.9% |
| All | -10.6% | +326.3% | -336.8% | -39.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling