-2.4%
SBUX vs BITO
-8.3%
+6.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -5.5% | -3.4% | -2.0% | -5.0% |
| 30D | -8.5% | +21.4% | -29.9% | -11.2% |
| 3M | -2.9% | +20.5% | -23.4% | -5.8% |
| 6M | -1.5% | +7.4% | -8.9% | -3.0% |
| YTD | +19.4% | -13.9% | +33.3% | +20.9% |
| 1Y | +22.9% | -35.1% | +58.0% | +29.5% |
| 3Y | +11.3% | +156.8% | -145.5% | -8.1% |
| All | -2.4% | -8.3% | +6.0% | -15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BITO.
Daily Out/Under-Performance
Portfolio return minus BITO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BITO 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 BITO 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