+235.6%
ELF vs SHAK
-25.9%
+261.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -6.5% | +2.5% | -2.0% |
| 7D | -6.8% | -7.2% | +0.4% | -4.6% |
| 30D | +5.1% | -11.8% | +16.9% | +9.2% |
| 3M | +79.8% | +17.2% | +62.6% | +70.0% |
| 6M | +29.7% | -34.1% | +63.9% | +43.1% |
| YTD | +31.6% | -22.4% | +54.0% | +37.7% |
| 1Y | -27.9% | -35.9% | +8.0% | -19.8% |
| 3Y | -26.4% | -3.4% | -23.1% | -30.2% |
| 5Y | +235.6% | -25.4% | +261.0% | +223.8% |
| All | +235.6% | -25.9% | +261.5% | +223.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling