-9.1%
BITO vs STLD
+307.0%
-316.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.1% | -1.6% |
| 7D | +1.5% | +2.7% | -1.1% | +0.7% |
| 30D | +20.0% | -8.4% | +28.5% | +22.7% |
| 3M | +22.8% | -9.9% | +32.6% | +25.6% |
| 6M | +13.1% | +33.0% | -19.9% | +1.3% |
| YTD | -12.5% | +42.6% | -55.0% | -23.6% |
| 1Y | -32.6% | +80.8% | -113.3% | -45.7% |
| 3Y | +151.0% | +143.4% | +7.6% | +79.9% |
| All | -9.1% | +307.0% | -316.1% | -47.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling