-23.4%
BITO vs STLA
-53.0%
+29.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.8% | -0.9% | +2.7% |
| 7D | -1.9% | -0.6% | -1.3% | -1.9% |
| 30D | -6.7% | +3.6% | -10.3% | -6.9% |
| 3M | +23.1% | -20.6% | +43.7% | +23.4% |
| 6M | -2.0% | -34.3% | +32.3% | -1.7% |
| YTD | -11.4% | -57.3% | +45.9% | -11.0% |
| 1Y | -23.4% | -52.6% | +29.3% | -27.6% |
| All | -23.4% | -53.0% | +29.6% | -27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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