-9.1%
BITO vs SM
+42.5%
-51.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.6% | -5.5% | -2.6% |
| 7D | +1.5% | -0.2% | +1.7% | +1.5% |
| 30D | +20.0% | +31.5% | -11.5% | +13.0% |
| 3M | +22.8% | +17.3% | +5.4% | +17.4% |
| 6M | +13.1% | +48.5% | -35.4% | +0.6% |
| YTD | -12.5% | +106.3% | -118.7% | -28.6% |
| 1Y | -32.6% | +47.3% | -79.9% | -40.6% |
| 3Y | +151.0% | -1.4% | +152.5% | +134.0% |
| All | -9.1% | +42.5% | -51.6% | -26.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling