+328.4%
ELF vs SHAK
+108.5%
+219.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.1% | -1.0% | -3.2% |
| 7D | +3.4% | +4.1% | -0.7% | +2.1% |
| 30D | +5.0% | +2.3% | +2.7% | +4.1% |
| 3M | +22.6% | -0.2% | +22.8% | +22.1% |
| 6M | +104.0% | +10.1% | +93.9% | +95.5% |
| YTD | +49.3% | -10.5% | +59.8% | +49.1% |
| 1Y | +46.0% | -22.4% | +68.4% | +51.7% |
| 3Y | +19.4% | +32.1% | -12.7% | +3.0% |
| 5Y | +262.0% | -14.0% | +276.0% | +234.9% |
| 10Y | +320.5% | +92.7% | +227.7% | +187.4% |
| All | +328.4% | +108.5% | +219.9% | +190.6% |
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