-10.6%
BITO vs STZ
-38.0%
+27.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.2% |
| 7D | -3.4% | -4.5% | +1.0% | -2.7% |
| 30D | +21.4% | -8.6% | +30.0% | +23.3% |
| 3M | +20.5% | -13.8% | +34.3% | +23.5% |
| 6M | +7.4% | -17.2% | +24.5% | +10.6% |
| YTD | -13.9% | -9.4% | -4.5% | -14.5% |
| 1Y | -35.1% | -11.9% | -23.2% | -35.1% |
| 3Y | +156.8% | -49.6% | +206.4% | +203.2% |
| All | -10.6% | -38.0% | +27.4% | +6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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