-7.4%
BITO vs STRL
+2,035.6%
-2,043.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +5.8% | -8.2% | -3.6% |
| 7D | +2.9% | +3.4% | -0.5% | +2.1% |
| 30D | +22.6% | -9.2% | +31.8% | +24.5% |
| 3M | +24.7% | -51.0% | +75.7% | +41.8% |
| 6M | +7.5% | +15.8% | -8.3% | -4.3% |
| YTD | -10.8% | +58.9% | -69.7% | -27.4% |
| 1Y | -29.9% | +68.5% | -98.4% | -44.6% |
| 3Y | +158.9% | +485.2% | -326.3% | +32.6% |
| All | -7.4% | +2,035.6% | -2,043.0% | -73.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling