-23.4%
BITO vs SM
+70.4%
-93.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -15.3% | +18.2% | +2.0% |
| 7D | -1.9% | -21.5% | +19.6% | -3.1% |
| 30D | -6.7% | -11.4% | +4.7% | -7.4% |
| 3M | +23.1% | +0.6% | +22.4% | +22.6% |
| 6M | -2.0% | +0.2% | -2.3% | -2.4% |
| YTD | -11.4% | +69.7% | -81.0% | -20.2% |
| 1Y | -23.4% | +71.6% | -94.9% | -30.5% |
| All | -23.4% | +70.4% | -93.7% | -30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling