-35.6%
ELAN vs SHAK
+8.8%
-44.4%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.2% | -1.8% | +0.5% |
| 7D | -5.4% | -8.3% | +2.9% | -3.3% |
| 30D | +4.7% | -12.6% | +17.3% | +8.4% |
| 3M | -3.7% | +9.1% | -12.8% | -6.4% |
| 6M | -1.2% | -31.2% | +30.1% | +7.0% |
| YTD | +2.4% | -21.6% | +24.0% | +6.6% |
| 1Y | +23.4% | -38.8% | +62.2% | +36.1% |
| 3Y | +96.7% | +0.6% | +96.1% | +81.9% |
| 5Y | -30.6% | -22.5% | -8.1% | -34.7% |
| All | -35.6% | +8.8% | -44.4% | -53.6% |
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 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