+3.4%
SLB vs BITO
+54.7%
-51.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.6% | +5.1% | +1.9% |
| 7D | +3.5% | -9.2% | +12.7% | +4.6% |
| 30D | +6.5% | -15.9% | +22.4% | +8.5% |
| 3M | -0.2% | +7.3% | -7.6% | -1.2% |
| 6M | -5.7% | -15.2% | +9.5% | -4.3% |
| YTD | +36.8% | -23.8% | +60.6% | +40.2% |
| 1Y | +45.8% | -32.2% | +78.0% | +51.0% |
| 3Y | +3.4% | +55.1% | -51.7% | +6.6% |
| All | +3.4% | +54.7% | -51.3% | +6.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling