-10.6%
BITO vs STLA
-61.7%
+51.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.3% | -2.3% | -0.7% |
| 7D | -3.4% | -2.9% | -0.6% | -2.6% |
| 30D | +21.4% | +0.9% | +20.5% | +20.8% |
| 3M | +20.5% | -21.6% | +42.1% | +29.7% |
| 6M | +7.4% | -21.6% | +29.0% | +14.7% |
| YTD | -13.9% | -50.4% | +36.5% | +5.3% |
| 1Y | -35.1% | -43.6% | +8.5% | -25.5% |
| 3Y | +156.8% | -66.4% | +223.2% | +248.3% |
| All | -10.6% | -61.7% | +51.1% | -2.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling