-9.4%
BITO vs SMTC
+110.2%
-119.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.4% |
| 7D | +1.1% | +22.5% | -21.4% | -3.2% |
| 30D | +21.8% | +24.9% | -3.1% | +15.3% |
| 3M | +25.0% | +4.1% | +20.9% | +21.0% |
| 6M | +11.3% | +92.6% | -81.2% | -7.7% |
| YTD | -12.7% | +122.5% | -135.2% | -30.4% |
| 1Y | -32.3% | +166.2% | -198.5% | -48.6% |
| 3Y | +150.3% | +577.2% | -426.8% | +27.0% |
| All | -9.4% | +110.2% | -119.5% | -8.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling