-10.6%
BITO vs SSNC
+15.0%
-25.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.0% |
| 7D | -5.8% | -6.7% | +0.9% | -2.0% |
| 30D | +21.1% | -0.8% | +21.9% | +21.8% |
| 3M | +23.5% | +16.1% | +7.4% | +12.2% |
| 6M | +8.3% | +7.9% | +0.3% | +2.2% |
| YTD | -13.9% | -8.7% | -5.2% | -9.7% |
| 1Y | -34.5% | -9.5% | -25.0% | -31.2% |
| 3Y | +147.0% | +47.7% | +99.3% | +79.1% |
| All | -10.6% | +15.0% | -25.5% | -18.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling