+25.3%
STM vs BITO
-8.3%
+33.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | -1.4% | -3.4% | +2.0% | -0.5% |
| 30D | -4.9% | +21.4% | -26.3% | -9.8% |
| 3M | -34.0% | +20.5% | -54.5% | -37.1% |
| 6M | +51.8% | +7.4% | +44.5% | +48.6% |
| YTD | +99.4% | -13.9% | +113.2% | +104.4% |
| 1Y | +99.1% | -35.1% | +134.1% | +117.9% |
| 3Y | +19.5% | +156.8% | -137.4% | -11.0% |
| All | +25.3% | -8.3% | +33.6% | +13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BITO.
Daily Out/Under-Performance
Portfolio return minus BITO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BITO 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 BITO 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