-9.4%
BITO vs SNPS
+25.2%
-34.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | +1.1% | -5.5% | +6.5% | +3.0% |
| 30D | +21.8% | -4.5% | +26.3% | +23.1% |
| 3M | +25.0% | -15.5% | +40.5% | +31.5% |
| 6M | +11.3% | -10.1% | +21.4% | +13.6% |
| YTD | -12.7% | -16.3% | +3.6% | -8.8% |
| 1Y | -32.3% | -34.9% | +2.6% | -26.4% |
| 3Y | +150.3% | -14.4% | +164.7% | +117.3% |
| All | -9.4% | +25.2% | -34.6% | -40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SNPS.
Daily Out/Under-Performance
Portfolio return minus SNPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNPS 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 SNPS 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