+78.3%
BITO vs SW
+39.0%
+39.3%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.5% | -0.3% |
| 7D | -1.5% | +2.3% | -3.8% | -2.0% |
| 30D | -9.5% | +6.8% | -16.3% | -11.1% |
| 3M | +16.0% | -5.2% | +21.2% | +17.2% |
| 6M | -9.1% | +7.4% | -16.5% | -11.9% |
| YTD | -16.3% | +17.4% | -33.7% | -21.9% |
| 1Y | -27.7% | +27.1% | -54.8% | -34.4% |
| 3Y | +78.3% | +47.9% | +30.5% | +61.3% |
| All | +78.3% | +39.0% | +39.3% | +61.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling