-10.6%
BITO vs STRL
+2,143.4%
-2,153.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.4% | -5.4% | -1.1% |
| 7D | -3.4% | +5.0% | -8.5% | -4.4% |
| 30D | +21.4% | -6.9% | +28.3% | +22.7% |
| 3M | +20.5% | -39.1% | +59.6% | +31.0% |
| 6M | +7.4% | +21.5% | -14.1% | -5.3% |
| YTD | -13.9% | +66.9% | -80.8% | -30.6% |
| 1Y | -35.1% | +61.6% | -96.7% | -47.9% |
| 3Y | +156.8% | +560.0% | -403.2% | +27.0% |
| All | -10.6% | +2,143.4% | -2,153.9% | -74.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling