+59.4%
SLB vs BITO
-34.7%
+94.1%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -2.5% | -3.4% | +0.9% | -2.1% |
| 30D | +7.1% | +21.4% | -14.3% | +4.7% |
| 3M | +0.6% | +20.5% | -19.9% | -1.6% |
| 6M | +17.6% | +7.4% | +10.2% | +16.5% |
| YTD | +48.5% | -13.9% | +62.3% | +52.7% |
| 1Y | +59.4% | -35.1% | +94.5% | +68.6% |
| All | +59.4% | -34.7% | +94.1% | +68.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling