+121.1%
BITO vs SN
+476.8%
-355.6%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.0% | +0.4% |
| 7D | +1.1% | -3.4% | +4.5% | +1.8% |
| 30D | +21.8% | -9.1% | +30.8% | +24.1% |
| 3M | +25.0% | +31.8% | -6.8% | +17.2% |
| 6M | +11.3% | +52.0% | -40.7% | +0.4% |
| YTD | -12.7% | +51.3% | -64.0% | -21.2% |
| 1Y | -32.3% | +46.9% | -79.2% | -38.7% |
| 3Y | +150.3% | +394.9% | -244.6% | +113.1% |
| All | +121.1% | +476.8% | -355.6% | +86.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling