-18.0%
ELF vs SHAK
-34.0%
+16.0%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.1% |
| 7D | +5.4% | -0.7% | +6.1% | +5.6% |
| 30D | +27.0% | -6.6% | +33.6% | +29.6% |
| 3M | +113.2% | +30.1% | +83.1% | +92.7% |
| 6M | +36.6% | -28.7% | +65.3% | +46.1% |
| YTD | +44.2% | -14.5% | +58.7% | +39.6% |
| 1Y | -18.0% | -31.9% | +13.9% | -7.9% |
| All | -18.0% | -34.0% | +16.0% | -7.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling