-10.6%
BITO vs SITM
+167.7%
-178.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.1% | -3.4% | -1.8% |
| 7D | -5.8% | +4.8% | -10.7% | -6.8% |
| 30D | +21.1% | -9.7% | +30.8% | +23.0% |
| 3M | +23.5% | -9.3% | +32.8% | +22.7% |
| 6M | +8.3% | +69.5% | -61.2% | -8.5% |
| YTD | -13.9% | +70.5% | -84.4% | -28.7% |
| 1Y | -34.5% | +145.3% | -179.8% | -51.3% |
| 3Y | +147.0% | +432.8% | -285.8% | +32.9% |
| All | -10.6% | +167.7% | -178.2% | -45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 all: compounded portfolio wealth divided by compounded SITM 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…
all analysis · Full analysis span regression · 6 months rolling