-4.6%
STM vs BITO
-18.0%
+13.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.6% | +4.2% | +1.5% |
| 7D | +12.0% | -9.2% | +21.2% | +14.8% |
| 30D | -0.4% | -15.9% | +15.6% | +4.5% |
| 3M | -13.2% | +7.3% | -20.5% | -14.8% |
| 6M | -26.1% | -15.2% | -10.9% | -23.0% |
| YTD | +81.2% | -23.8% | +105.0% | +92.1% |
| 1Y | +98.3% | -32.2% | +130.5% | +115.9% |
| 3Y | +16.7% | +55.1% | -38.4% | -0.3% |
| All | -4.6% | -18.0% | +13.5% | -10.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling