+347.2%
ELF vs SHAK
+117.7%
+229.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.2% |
| 7D | +6.3% | +8.2% | -1.9% | +3.8% |
| 30D | +8.5% | +13.5% | -5.0% | +4.3% |
| 3M | +24.4% | +6.2% | +18.2% | +21.6% |
| 6M | +94.7% | +8.2% | +86.5% | +87.8% |
| YTD | +55.9% | -6.5% | +62.3% | +53.7% |
| 1Y | +48.4% | -19.2% | +67.6% | +52.3% |
| 3Y | +24.6% | +37.9% | -13.3% | +6.1% |
| 5Y | +285.0% | -9.5% | +294.5% | +250.7% |
| 10Y | +357.2% | +106.2% | +251.0% | +207.7% |
| All | +347.2% | +117.7% | +229.5% | +199.4% |
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