+20.7%
XLK vs BITO
-25.7%
+46.4%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -2.9% | -0.8% |
| 7D | -7.6% | -1.9% | -5.7% | -7.1% |
| 30D | -12.2% | -6.7% | -5.4% | -10.5% |
| 3M | -5.5% | +23.1% | -28.5% | -10.8% |
| 6M | +9.2% | -2.0% | +11.2% | +9.0% |
| YTD | +23.0% | -11.4% | +34.4% | +22.8% |
| 1Y | +20.7% | -23.4% | +44.1% | +24.1% |
| All | +20.7% | -25.7% | +46.4% | +24.1% |
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