+118.2%
BITO vs SN
+453.9%
-335.7%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.0% | +2.6% | -0.5% |
| 7D | -5.8% | -7.2% | +1.4% | -4.3% |
| 30D | +21.1% | -13.4% | +34.5% | +24.7% |
| 3M | +23.5% | +26.8% | -3.3% | +16.7% |
| 6M | +8.3% | +44.6% | -36.3% | -1.3% |
| YTD | -13.9% | +45.3% | -59.2% | -21.5% |
| 1Y | -34.5% | +40.1% | -74.6% | -40.1% |
| 3Y | +147.0% | +375.3% | -228.3% | +112.1% |
| All | +118.2% | +453.9% | -335.7% | +85.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling