-15.2%
BITO vs SIMO
-35.7%
+20.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -5.6% | +2.0% | -3.2% |
| 7D | -9.2% | +4.1% | -13.3% | -9.5% |
| 30D | -15.9% | -24.0% | +8.0% | -14.7% |
| 3M | +7.3% | -31.8% | +39.1% | +8.9% |
| 6M | -15.2% | -36.9% | +21.7% | -14.8% |
| All | -15.2% | -35.7% | +20.5% | -14.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling