-33.5%
EL vs SHAK
-5.6%
-27.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.1% | -0.2% | -1.8% |
| 7D | -4.4% | -11.0% | +6.6% | -1.6% |
| 30D | +10.3% | -14.0% | +24.3% | +14.5% |
| 3M | +13.4% | +13.3% | +0.1% | +9.5% |
| 6M | +3.1% | -35.3% | +38.4% | +12.2% |
| YTD | -6.9% | -24.0% | +17.1% | -3.2% |
| 1Y | +11.9% | -36.7% | +48.6% | +21.6% |
| All | -33.5% | -5.6% | -27.9% | -36.0% |
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