-10.6%
BITO vs SYK
+4.3%
-14.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.6% | -0.5% |
| 7D | -5.8% | -12.3% | +6.5% | -0.5% |
| 30D | +21.1% | -22.4% | +43.6% | +34.5% |
| 3M | +23.5% | -12.3% | +35.8% | +28.2% |
| 6M | +8.3% | -24.3% | +32.6% | +20.7% |
| YTD | -13.9% | -22.8% | +8.9% | -5.7% |
| 1Y | -34.5% | -28.8% | -5.8% | -25.3% |
| 3Y | +147.0% | -4.0% | +151.0% | +126.1% |
| All | -10.6% | +4.3% | -14.9% | -28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SYK.
Daily Out/Under-Performance
Portfolio return minus SYK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYK 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 SYK 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