-14.1%
BITO vs SWKS
-42.1%
+28.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.5% |
| 7D | -2.4% | -2.7% | +0.4% | -1.5% |
| 30D | -9.5% | +8.5% | -18.0% | -11.9% |
| 3M | +13.5% | +17.3% | -3.8% | +5.4% |
| 6M | -8.6% | +25.1% | -33.7% | -18.7% |
| YTD | -17.2% | +33.3% | -50.6% | -29.5% |
| 1Y | -30.5% | +22.9% | -53.4% | -38.7% |
| 3Y | +69.2% | +5.5% | +63.7% | +46.2% |
| 5Y | -14.1% | -41.9% | +27.8% | -3.6% |
| All | -14.1% | -42.1% | +28.0% | -3.3% |
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 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