-9.1%
BITO vs STT
+130.0%
-139.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.6% | -1.2% |
| 7D | +1.5% | +2.2% | -0.6% | +0.4% |
| 30D | +20.0% | +3.9% | +16.1% | +17.4% |
| 3M | +22.8% | +19.2% | +3.6% | +11.5% |
| 6M | +13.1% | +60.4% | -47.3% | -13.0% |
| YTD | -12.5% | +51.5% | -63.9% | -30.5% |
| 1Y | -32.6% | +76.3% | -108.8% | -50.6% |
| 3Y | +151.0% | +200.7% | -49.7% | +38.0% |
| All | -9.1% | +130.0% | -139.1% | -42.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling