-23.3%
ELF vs SHAK
+1.3%
-24.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.9% | -2.0% | -3.9% |
| 7D | -1.2% | -0.3% | -0.8% | -1.0% |
| 30D | +5.9% | -5.2% | +11.2% | +7.8% |
| 3M | +99.5% | +27.3% | +72.3% | +82.2% |
| 6M | +26.5% | -27.9% | +54.4% | +36.3% |
| YTD | +37.2% | -17.0% | +54.1% | +40.2% |
| 1Y | -24.4% | -30.9% | +6.5% | -17.3% |
| 3Y | -23.3% | +3.4% | -26.7% | -32.6% |
| All | -23.3% | +1.3% | -24.6% | -32.6% |
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 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