-9.1%
BITO vs SO
+69.0%
-78.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.0% | -2.9% | -1.9% |
| 7D | +1.5% | +1.0% | +0.5% | +1.5% |
| 30D | +20.0% | -3.2% | +23.2% | +20.3% |
| 3M | +22.8% | -1.7% | +24.5% | +22.7% |
| 6M | +13.1% | -7.2% | +20.3% | +13.8% |
| YTD | -12.5% | +4.6% | -17.0% | -13.2% |
| 1Y | -32.6% | +1.2% | -33.8% | -32.9% |
| 3Y | +151.0% | +45.3% | +105.8% | +126.4% |
| All | -9.1% | +69.0% | -78.1% | -12.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling