-10.6%
BITO vs SMTC
+114.4%
-124.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.1% | -5.1% | -1.0% |
| 7D | -3.4% | +13.1% | -16.5% | -5.9% |
| 30D | +21.4% | +19.5% | +2.0% | +16.0% |
| 3M | +20.5% | +2.2% | +18.3% | +17.1% |
| 6M | +7.4% | +94.9% | -87.5% | -11.2% |
| YTD | -13.9% | +127.0% | -140.8% | -31.6% |
| 1Y | -35.1% | +174.6% | -209.6% | -51.1% |
| 3Y | +156.8% | +615.9% | -459.1% | +27.7% |
| All | -10.6% | +114.4% | -124.9% | -10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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