+160.3%
BITO vs STT
+195.2%
-34.9%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +1.1% | +1.0% | +0.1% | +0.6% |
| 30D | +21.8% | +2.8% | +19.0% | +19.7% |
| 3M | +25.0% | +18.1% | +6.9% | +13.3% |
| 6M | +11.3% | +59.2% | -47.9% | -16.2% |
| YTD | -12.7% | +51.5% | -64.2% | -32.2% |
| 1Y | -32.3% | +75.7% | -108.0% | -51.8% |
| All | +160.3% | +195.2% | -34.9% | +51.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling