+156.8%
BITO vs SHAK
-2.6%
+159.5%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.2% | -3.2% | -0.6% |
| 7D | -3.4% | -8.3% | +4.8% | -2.0% |
| 30D | +21.4% | -12.6% | +34.1% | +24.2% |
| 3M | +20.5% | +9.1% | +11.4% | +18.1% |
| 6M | +7.4% | -31.2% | +38.6% | +12.6% |
| YTD | -13.9% | -21.6% | +7.7% | -11.9% |
| 1Y | -35.1% | -38.8% | +3.7% | -30.7% |
| 3Y | +156.8% | +0.6% | +156.2% | +192.0% |
| All | +156.8% | -2.6% | +159.5% | +192.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 3y: compounded portfolio wealth divided by compounded SHAK 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…
3y analysis · Full analysis span regression · 6 months rolling