-11.6%
BITO vs SW
-2.6%
-9.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.5% | -0.3% |
| 7D | -1.5% | +2.3% | -3.8% | -1.9% |
| 30D | -9.5% | +6.8% | -16.3% | -10.8% |
| 3M | +16.0% | -5.2% | +21.2% | +17.0% |
| 6M | -9.1% | +7.4% | -16.5% | -11.3% |
| YTD | -16.3% | +17.4% | -33.7% | -20.5% |
| 1Y | -27.7% | +27.1% | -54.8% | -32.7% |
| 3Y | +78.3% | +47.9% | +30.5% | +60.3% |
| All | -11.6% | -2.6% | -9.0% | -22.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling