-10.6%
BITO vs SM
+43.8%
-54.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -3.4% | +4.6% | -8.0% | -4.4% |
| 30D | +21.4% | +18.2% | +3.2% | +17.1% |
| 3M | +20.5% | +22.5% | -2.0% | +14.3% |
| 6M | +7.4% | +50.6% | -43.2% | -4.7% |
| YTD | -13.9% | +108.1% | -122.0% | -29.9% |
| 1Y | -35.1% | +46.0% | -81.1% | -42.6% |
| 3Y | +156.8% | +2.9% | +154.0% | +136.6% |
| All | -10.6% | +43.8% | -54.3% | -28.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling