-14.1%
BITO vs SWK
-23.0%
+9.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.8% | -4.1% | -2.1% |
| 7D | -2.4% | +10.7% | -13.0% | -5.5% |
| 30D | -9.5% | +33.3% | -42.9% | -17.4% |
| 3M | +13.5% | +14.7% | -1.2% | +8.4% |
| 6M | -8.6% | +48.5% | -57.1% | -19.9% |
| YTD | -17.2% | +63.9% | -81.1% | -30.5% |
| 1Y | -30.5% | +80.4% | -110.9% | -43.7% |
| 3Y | +69.2% | +58.1% | +11.1% | +36.7% |
| 5Y | -14.1% | -24.5% | +10.4% | -15.5% |
| All | -14.1% | -23.0% | +9.0% | -15.4% |
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