-7.4%
BITO vs SWK
-37.1%
+29.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.3% | -2.7% |
| 7D | +2.9% | -0.4% | +3.3% | +3.0% |
| 30D | +22.6% | -5.7% | +28.3% | +24.7% |
| 3M | +24.7% | +24.1% | +0.6% | +15.8% |
| 6M | +7.5% | +24.7% | -17.3% | -0.9% |
| YTD | -10.8% | +33.9% | -44.7% | -20.1% |
| 1Y | -29.9% | +34.7% | -64.6% | -37.5% |
| 3Y | +158.9% | +15.3% | +143.6% | +133.4% |
| All | -7.4% | -37.1% | +29.7% | -2.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling