-28.8%
ELF vs SHAK
-37.3%
+8.5%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.1% | -2.2% | -3.6% |
| 7D | -10.8% | -11.0% | +0.1% | -7.2% |
| 30D | +0.8% | -14.0% | +14.8% | +6.1% |
| 3M | +64.8% | +13.3% | +51.5% | +55.9% |
| 6M | +19.0% | -35.3% | +54.3% | +31.4% |
| YTD | +25.9% | -24.0% | +49.9% | +26.6% |
| 1Y | -28.8% | -36.7% | +7.9% | -17.5% |
| All | -28.8% | -37.3% | +8.5% | -17.5% |
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