-10.6%
BITO vs STLA
-62.5%
+51.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.3% |
| 7D | -5.8% | -3.8% | -2.0% | -4.6% |
| 30D | +21.1% | -3.1% | +24.2% | +22.1% |
| 3M | +23.5% | -19.6% | +43.1% | +31.8% |
| 6M | +8.3% | -23.5% | +31.7% | +16.6% |
| YTD | -13.9% | -51.5% | +37.6% | +6.0% |
| 1Y | -34.5% | -39.7% | +5.1% | -27.2% |
| 3Y | +147.0% | -66.3% | +213.3% | +232.5% |
| All | -10.6% | -62.5% | +51.9% | -1.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling