-13.5%
BITO vs STLD
+289.0%
-302.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.8% | -5.4% | -2.7% |
| 7D | -5.6% | -4.7% | -0.9% | -4.4% |
| 30D | -11.0% | -0.9% | -10.1% | -10.8% |
| 3M | +13.6% | -11.9% | +25.5% | +17.0% |
| 6M | -10.1% | +0.9% | -11.0% | -11.9% |
| YTD | -18.6% | +40.4% | -59.0% | -28.7% |
| 1Y | -33.1% | +56.6% | -89.7% | -43.5% |
| 3Y | +63.0% | +125.5% | -62.5% | +20.6% |
| 5Y | -13.5% | +292.8% | -306.3% | -50.1% |
| All | -13.5% | +289.0% | -302.5% | -50.1% |
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