-10.6%
BITO vs SNY
+7.7%
-18.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -3.4% | -3.3% | -0.1% | -2.6% |
| 30D | +21.4% | -2.2% | +23.6% | +22.1% |
| 3M | +20.5% | -3.0% | +23.5% | +21.2% |
| 6M | +7.4% | +2.7% | +4.6% | +6.0% |
| YTD | -13.9% | -6.8% | -7.0% | -12.8% |
| 1Y | -35.1% | -5.3% | -29.8% | -34.8% |
| 3Y | +156.8% | -9.8% | +166.6% | +156.3% |
| All | -10.6% | +7.7% | -18.3% | -22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 10y: compounded portfolio wealth divided by compounded SNY 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…
10y analysis · Full analysis span regression · 6 months rolling