-10.6%
BITO vs SU
+262.7%
-273.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -3.4% | +2.2% | -5.7% | -4.0% |
| 30D | +21.4% | +8.4% | +13.0% | +19.0% |
| 3M | +20.5% | +12.1% | +8.4% | +16.7% |
| 6M | +7.4% | +19.7% | -12.3% | +1.6% |
| YTD | -13.9% | +58.4% | -72.3% | -24.5% |
| 1Y | -35.1% | +67.2% | -102.3% | -44.0% |
| 3Y | +156.8% | +125.0% | +31.8% | +100.3% |
| All | -10.6% | +262.7% | -273.3% | -42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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