+80.1%
SLB vs BITO
-8.3%
+88.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.7% |
| 7D | -2.4% | -5.8% | +3.4% | -1.8% |
| 30D | +4.9% | +21.1% | -16.2% | +2.8% |
| 3M | +1.4% | +23.5% | -22.1% | -0.9% |
| 6M | +17.6% | +8.3% | +9.4% | +16.3% |
| YTD | +48.3% | -13.9% | +62.2% | +49.8% |
| 1Y | +58.7% | -34.5% | +93.2% | +64.3% |
| 3Y | +0.6% | +147.0% | -146.4% | -9.6% |
| All | +80.1% | -8.3% | +88.4% | +81.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling