-14.2%
BITO vs STLD
+305.7%
-319.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +1.0% |
| 7D | -7.0% | -0.5% | -6.6% | -6.9% |
| 30D | -10.2% | -0.1% | -10.1% | -10.2% |
| 3M | +16.2% | -9.2% | +25.4% | +18.7% |
| 6M | -10.7% | +1.8% | -12.4% | -12.7% |
| YTD | -17.4% | +42.1% | -59.5% | -28.1% |
| 1Y | -29.9% | +58.5% | -88.5% | -41.3% |
| 3Y | +65.4% | +128.2% | -62.9% | +20.9% |
| 5Y | -10.8% | +288.2% | -299.0% | -48.0% |
| All | -14.2% | +305.7% | -319.9% | -50.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling