-11.5%
BITO vs SWK
-25.5%
+14.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -1.5% | +11.0% | -12.5% | -4.7% |
| 30D | -9.5% | +30.1% | -39.6% | -16.7% |
| 3M | +16.2% | +14.7% | +1.5% | +11.0% |
| 6M | -9.0% | +44.5% | -53.5% | -19.6% |
| YTD | -16.2% | +59.4% | -75.5% | -29.0% |
| 1Y | -27.6% | +77.5% | -105.1% | -41.0% |
| 3Y | +78.6% | +49.5% | +29.1% | +47.2% |
| All | -11.5% | -25.5% | +14.0% | -14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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