-20.9%
BITO vs STRL
+1,183.5%
-1,204.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.1% | -0.5% | -3.0% |
| 7D | -9.2% | +15.7% | -24.9% | -11.9% |
| 30D | -15.9% | -35.5% | +19.5% | -9.6% |
| 3M | +7.3% | -47.1% | +54.5% | +19.2% |
| 6M | -15.2% | -65.8% | +50.6% | +0.9% |
| YTD | -23.8% | -4.5% | -19.3% | -32.6% |
| 1Y | -32.2% | -10.5% | -21.7% | -39.2% |
| 3Y | +55.1% | +340.6% | -285.5% | -18.8% |
| 5Y | -16.7% | +911.0% | -927.7% | -71.5% |
| All | -20.9% | +1,183.5% | -1,204.4% | -75.3% |
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