-7.4%
BITO vs STLD
+309.9%
-317.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.8% | -2.0% |
| 7D | +2.9% | +3.1% | -0.3% | +1.9% |
| 30D | +22.6% | -9.0% | +31.6% | +25.6% |
| 3M | +24.7% | -12.4% | +37.0% | +28.7% |
| 6M | +7.5% | +25.5% | -18.0% | -1.8% |
| YTD | -10.8% | +43.6% | -54.4% | -22.3% |
| 1Y | -29.9% | +87.2% | -117.1% | -44.2% |
| 3Y | +158.9% | +135.2% | +23.7% | +87.6% |
| All | -7.4% | +309.9% | -317.3% | -46.6% |
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