-35.1%
BITO vs STRL
+59.7%
-94.7%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.7% | -1.1% |
| 7D | -5.8% | +5.4% | -11.2% | -6.4% |
| 30D | +21.1% | -9.0% | +30.1% | +22.2% |
| 3M | +23.5% | -37.1% | +60.5% | +29.5% |
| 6M | +8.3% | +17.8% | -9.5% | -2.2% |
| YTD | -13.9% | +58.3% | -72.2% | -28.3% |
| All | -35.1% | +59.7% | -94.7% | -44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 1y: compounded portfolio wealth divided by compounded STRL 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…
1y analysis · Full analysis span regression · 6 months rolling