-20.9%
BITO vs SUI
-28.0%
+7.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.9% | -4.5% | -3.9% |
| 7D | -9.2% | -1.5% | -7.7% | -8.8% |
| 30D | -15.9% | +3.7% | -19.7% | -17.3% |
| 3M | +7.3% | -0.4% | +7.7% | +7.0% |
| 6M | -15.2% | -2.8% | -12.4% | -15.1% |
| YTD | -23.8% | -1.6% | -22.2% | -23.9% |
| 1Y | -32.2% | -2.1% | -30.1% | -32.3% |
| 3Y | +55.1% | +18.5% | +36.6% | +39.5% |
| 5Y | -16.7% | -26.5% | +9.8% | -4.8% |
| All | -20.9% | -28.0% | +7.2% | -11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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