-23.4%
BITO vs STT
+53.6%
-76.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.2% | +0.7% | +1.6% |
| 7D | -1.9% | -0.1% | -1.9% | -1.8% |
| 30D | -6.7% | -1.7% | -5.1% | -5.8% |
| 3M | +23.1% | -6.4% | +29.4% | +27.1% |
| 6M | -2.0% | +17.7% | -19.7% | -13.1% |
| YTD | -11.4% | +36.9% | -48.3% | -32.1% |
| 1Y | -23.4% | +52.0% | -75.4% | -49.1% |
| All | -23.4% | +53.6% | -76.9% | -49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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