+67.4%
EL vs SHAK
+43.4%
+24.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.9% | +0.8% | -1.5% |
| 7D | +1.7% | -0.3% | +2.0% | +1.8% |
| 30D | +15.5% | -5.2% | +20.7% | +16.7% |
| 3M | +20.6% | +27.3% | -6.7% | +14.6% |
| 6M | +10.5% | -27.9% | +38.3% | +15.7% |
| YTD | -1.9% | -17.0% | +15.1% | -0.2% |
| 1Y | +16.1% | -30.9% | +47.0% | +21.8% |
| 3Y | -30.2% | +3.4% | -33.6% | -33.8% |
| 5Y | -67.4% | -20.5% | -46.9% | -68.9% |
| 10Y | +31.2% | +88.3% | -57.0% | +6.9% |
| All | +67.4% | +43.4% | +24.0% | +38.1% |
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