-23.4%
BITO vs SN
+156.5%
-179.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.1% | -1.2% | +2.1% |
| 7D | -1.9% | +10.6% | -12.6% | -3.8% |
| 30D | -6.7% | +20.0% | -26.7% | -9.9% |
| 3M | +23.1% | +30.4% | -7.3% | +16.7% |
| 6M | -2.0% | +91.0% | -93.0% | -15.0% |
| YTD | -11.4% | +95.9% | -107.3% | -22.7% |
| 1Y | -23.4% | +158.9% | -182.2% | -35.5% |
| All | -23.4% | +156.5% | -179.8% | -35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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