+113.9%
SOXX vs BITO
-30.5%
+144.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.5% | +6.0% | +4.4% |
| 7D | +2.2% | +2.9% | -0.7% | +1.0% |
| 30D | -2.0% | +22.6% | -24.6% | -9.5% |
| 3M | -13.7% | +24.7% | -38.4% | -20.6% |
| 6M | +52.4% | +7.5% | +44.9% | +47.0% |
| YTD | +72.8% | -10.8% | +83.6% | +75.5% |
| 1Y | +113.9% | -29.9% | +143.8% | +148.9% |
| All | +113.9% | -30.5% | +144.4% | +148.9% |
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