+118.2%
BITO vs SN
+447.8%
-329.6%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.2% |
| 7D | -3.4% | -7.3% | +3.8% | -1.9% |
| 30D | +21.4% | -13.6% | +35.0% | +25.1% |
| 3M | +20.5% | +18.6% | +1.9% | +15.5% |
| 6M | +7.4% | +46.0% | -38.6% | -2.3% |
| YTD | -13.9% | +43.7% | -57.6% | -21.4% |
| 1Y | -35.1% | +39.2% | -74.2% | -40.5% |
| 3Y | +156.8% | +306.5% | -149.6% | +117.1% |
| All | +118.2% | +447.8% | -329.6% | +85.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling