-9.4%
BITO vs STLD
+307.6%
-317.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.4% | -0.3% |
| 7D | +1.1% | -2.8% | +3.9% | +1.9% |
| 30D | +21.8% | -10.4% | +32.2% | +25.4% |
| 3M | +25.0% | -10.6% | +35.6% | +28.2% |
| 6M | +11.3% | +32.7% | -21.3% | -0.1% |
| YTD | -12.7% | +42.8% | -55.5% | -23.8% |
| 1Y | -32.3% | +86.9% | -119.2% | -46.1% |
| 3Y | +150.3% | +143.8% | +6.5% | +79.3% |
| All | -9.4% | +307.6% | -317.0% | -47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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