-14.3%
BITO vs SWKS
-38.7%
+24.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.0% | -4.6% | -0.5% |
| 7D | -7.0% | +5.7% | -12.7% | -8.6% |
| 30D | -10.3% | +17.3% | -27.6% | -14.8% |
| 3M | +16.0% | +28.3% | -12.2% | +4.6% |
| 6M | -10.8% | +26.1% | -36.9% | -20.6% |
| YTD | -17.5% | +41.1% | -58.6% | -30.9% |
| 1Y | -30.1% | +31.4% | -61.5% | -39.7% |
| 3Y | +65.1% | +7.3% | +57.8% | +43.4% |
| 5Y | -10.9% | -37.7% | +26.8% | -2.1% |
| All | -14.3% | -38.7% | +24.4% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 10y: compounded portfolio wealth divided by compounded SWKS 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…
10y analysis · Full analysis span regression · 6 months rolling