-9.1%
BITO vs STZ
-38.7%
+29.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.6% | +3.8% | -0.8% |
| 7D | +1.5% | -7.4% | +8.9% | +3.0% |
| 30D | +20.0% | -10.9% | +30.9% | +22.4% |
| 3M | +22.8% | -13.4% | +36.2% | +25.7% |
| 6M | +13.1% | -16.2% | +29.3% | +16.2% |
| YTD | -12.5% | -10.4% | -2.0% | -12.9% |
| 1Y | -32.6% | -14.8% | -17.8% | -32.1% |
| 3Y | +151.0% | -50.1% | +201.2% | +196.9% |
| All | -9.1% | -38.7% | +29.6% | +8.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling