+160.3%
BITO vs STLD
+140.5%
+19.8%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.4% | -0.3% |
| 7D | +1.1% | -2.8% | +3.9% | +1.8% |
| 30D | +21.8% | -10.4% | +32.2% | +25.1% |
| 3M | +25.0% | -10.6% | +35.6% | +28.1% |
| 6M | +11.3% | +32.7% | -21.3% | -0.2% |
| YTD | -12.7% | +42.8% | -55.5% | -23.9% |
| 1Y | -32.3% | +86.9% | -119.2% | -46.1% |
| All | +160.3% | +140.5% | +19.8% | +108.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling