+96.7%
ELAN vs SHAK
-2.6%
+99.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.2% | -1.8% | +0.5% |
| 7D | -5.4% | -8.3% | +2.9% | -3.2% |
| 30D | +4.7% | -12.6% | +17.3% | +8.5% |
| 3M | -3.7% | +9.1% | -12.8% | -6.5% |
| 6M | -1.2% | -31.2% | +30.1% | +7.5% |
| YTD | +2.4% | -21.6% | +24.0% | +7.0% |
| 1Y | +23.4% | -38.8% | +62.2% | +37.2% |
| 3Y | +96.7% | +0.6% | +96.1% | +67.4% |
| All | +96.7% | -2.6% | +99.3% | +67.4% |
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