+24.4%
EL vs SHAK
+87.2%
-62.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.2% | -2.5% | 0.0% |
| 7D | -6.5% | -8.3% | +1.8% | -4.7% |
| 30D | +11.1% | -12.6% | +23.8% | +14.6% |
| 3M | +10.7% | +9.1% | +1.6% | +8.1% |
| 6M | +6.9% | -31.2% | +38.1% | +13.9% |
| YTD | -6.3% | -21.6% | +15.3% | -3.3% |
| 1Y | +13.5% | -38.8% | +52.2% | +23.4% |
| 3Y | -33.1% | +0.6% | -33.7% | -37.1% |
| 5Y | -68.8% | -22.5% | -46.2% | -70.4% |
| All | +24.4% | +87.2% | -62.8% | -2.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling