-32.3%
BITO vs SWKS
+4.5%
-36.8%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.5% |
| 7D | +1.1% | +6.8% | -5.7% | +0.1% |
| 30D | +21.8% | +11.3% | +10.5% | +19.8% |
| 3M | +25.0% | +4.1% | +21.0% | +24.1% |
| 6M | +11.3% | +39.7% | -28.3% | +3.6% |
| YTD | -12.7% | +23.2% | -35.9% | -16.2% |
| 1Y | -32.3% | +5.3% | -37.6% | -31.3% |
| All | -32.3% | +4.5% | -36.8% | -31.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling