+120.4%
XLK vs BITO
+149.6%
-29.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +0.2% | -3.4% | +3.7% | +0.8% |
| 30D | -0.6% | +21.4% | -22.0% | -4.2% |
| 3M | +2.6% | +20.5% | -17.9% | -1.0% |
| 6M | +34.0% | +7.4% | +26.6% | +31.8% |
| YTD | +30.7% | -13.9% | +44.5% | +32.3% |
| 1Y | +39.2% | -35.1% | +74.3% | +46.8% |
| 3Y | +120.4% | +156.8% | -36.4% | +100.2% |
| All | +120.4% | +149.6% | -29.2% | +100.2% |
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