+55.1%
BITO vs SN
+440.0%
-384.9%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.8% | -6.4% | -4.4% |
| 7D | -9.2% | +1.5% | -10.8% | -9.7% |
| 30D | -15.9% | +21.5% | -37.4% | -20.6% |
| 3M | +7.3% | +20.0% | -12.7% | +1.4% |
| 6M | -15.2% | +119.9% | -135.1% | -33.9% |
| YTD | -23.8% | +102.3% | -126.1% | -39.3% |
| 1Y | -32.2% | +148.0% | -180.2% | -49.6% |
| 3Y | +55.1% | +450.0% | -394.9% | -16.0% |
| All | +55.1% | +440.0% | -384.9% | -16.0% |
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