-10.6%
BITO vs SHAK
-15.2%
+4.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.2% | -3.2% | -0.9% |
| 7D | -3.4% | -8.3% | +4.8% | -1.1% |
| 30D | +21.4% | -12.6% | +34.1% | +26.1% |
| 3M | +20.5% | +9.1% | +11.4% | +16.3% |
| 6M | +7.4% | -31.2% | +38.6% | +15.9% |
| YTD | -13.9% | -21.6% | +7.7% | -11.2% |
| 1Y | -35.1% | -38.8% | +3.7% | -28.0% |
| 3Y | +156.8% | +0.6% | +156.2% | +117.0% |
| All | -10.6% | -15.2% | +4.7% | -26.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling