-10.6%
BITO vs SYY
+16.1%
-26.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.4% |
| 7D | -3.4% | +3.9% | -7.4% | -4.8% |
| 30D | +21.4% | -1.7% | +23.2% | +22.2% |
| 3M | +20.5% | +5.2% | +15.3% | +18.0% |
| 6M | +7.4% | -0.2% | +7.6% | +6.5% |
| YTD | -13.9% | +15.4% | -29.2% | -19.9% |
| 1Y | -35.1% | +5.6% | -40.7% | -37.4% |
| 3Y | +156.8% | +28.9% | +128.0% | +117.1% |
| All | -10.6% | +16.1% | -26.7% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 5y: compounded portfolio wealth divided by compounded SYY 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…
5y analysis · Full analysis span regression · 6 months rolling