-7.4%
BITO vs SWKS
-48.3%
+40.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.5% | -6.0% | -3.7% |
| 7D | +2.9% | +12.5% | -9.6% | -1.4% |
| 30D | +22.6% | +10.5% | +12.1% | +18.1% |
| 3M | +24.7% | -7.4% | +32.0% | +27.0% |
| 6M | +7.5% | +32.7% | -25.2% | -6.3% |
| YTD | -10.8% | +19.2% | -30.0% | -19.6% |
| 1Y | -29.9% | +2.4% | -32.3% | -33.1% |
| 3Y | +158.9% | -25.6% | +184.5% | +170.3% |
| All | -7.4% | -48.3% | +40.9% | +10.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling