-10.6%
BITO vs SONY
+8.5%
-19.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.7% |
| 7D | -3.4% | -2.7% | -0.8% | -2.3% |
| 30D | +21.4% | +1.5% | +19.9% | +20.4% |
| 3M | +20.5% | +13.0% | +7.5% | +13.4% |
| 6M | +7.4% | +11.2% | -3.8% | +1.2% |
| YTD | -13.9% | -6.6% | -7.2% | -12.1% |
| 1Y | -35.1% | -18.1% | -16.9% | -29.9% |
| 3Y | +156.8% | +42.1% | +114.8% | +94.9% |
| All | -10.6% | +8.5% | -19.0% | -17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 SONY 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