-10.6%
BITO vs STT
+131.8%
-142.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.6% |
| 7D | -3.4% | -0.4% | -3.0% | -3.2% |
| 30D | +21.4% | +1.7% | +19.7% | +20.2% |
| 3M | +20.5% | +17.9% | +2.6% | +10.1% |
| 6M | +7.4% | +55.3% | -47.9% | -16.0% |
| YTD | -13.9% | +52.7% | -66.5% | -31.9% |
| 1Y | -35.1% | +75.7% | -110.7% | -52.4% |
| 3Y | +156.8% | +197.9% | -41.1% | +41.8% |
| All | -10.6% | +131.8% | -142.4% | -43.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling