-23.4%
BITO vs SSNC
-3.9%
-19.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.6% | +4.5% | +3.2% |
| 7D | -1.9% | -1.1% | -0.8% | -1.8% |
| 30D | -6.7% | +0.6% | -7.4% | -7.2% |
| 3M | +23.1% | -1.5% | +24.5% | +23.1% |
| 6M | -2.0% | +15.8% | -17.9% | -4.6% |
| YTD | -11.4% | -8.0% | -3.4% | -8.8% |
| 1Y | -23.4% | -5.8% | -17.5% | -21.8% |
| All | -23.4% | -3.9% | -19.4% | -21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 1y: compounded portfolio wealth divided by compounded SSNC 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…
1y analysis · Full analysis span regression · 6 months rolling