-20.9%
BITO vs SW
+0.7%
-21.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.9% | -2.7% | -3.4% |
| 7D | -9.2% | -2.9% | -6.3% | -8.7% |
| 30D | -15.9% | +5.0% | -21.0% | -16.9% |
| 3M | +7.3% | -13.7% | +21.0% | +10.4% |
| 6M | -15.2% | +8.0% | -23.2% | -17.3% |
| YTD | -23.8% | +14.0% | -37.7% | -27.1% |
| 1Y | -32.2% | +25.6% | -57.8% | -36.7% |
| 3Y | +55.1% | +40.1% | +15.0% | +41.1% |
| 5Y | -16.7% | -2.6% | -14.1% | -24.5% |
| All | -20.9% | +0.7% | -21.6% | -27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 10y: compounded portfolio wealth divided by compounded SW 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…
10y analysis · Full analysis span regression · 6 months rolling