-10.6%
BITO vs SO
+66.7%
-77.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.7% | -1.3% |
| 7D | -5.8% | -1.1% | -4.7% | -5.7% |
| 30D | +21.1% | -3.7% | +24.9% | +21.5% |
| 3M | +23.5% | -5.9% | +29.4% | +24.0% |
| 6M | +8.3% | -7.3% | +15.6% | +8.9% |
| YTD | -13.9% | +3.1% | -17.0% | -14.5% |
| 1Y | -34.5% | -1.0% | -33.5% | -34.7% |
| 3Y | +147.0% | +43.2% | +103.8% | +123.0% |
| All | -10.6% | +66.7% | -77.2% | -13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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