+156.8%
BITO vs SN
+349.8%
-193.0%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.0% | +2.6% | -0.2% |
| 7D | -5.8% | -7.2% | +1.4% | -3.9% |
| 30D | +21.1% | -13.4% | +34.5% | +25.9% |
| 3M | +23.5% | +26.8% | -3.3% | +14.4% |
| 6M | +8.3% | +44.6% | -36.3% | -4.4% |
| YTD | -13.9% | +45.3% | -59.2% | -24.1% |
| 1Y | -34.5% | +40.1% | -74.6% | -41.9% |
| All | +156.8% | +349.8% | -193.0% | +67.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling