+22.2%
ELV vs SHAK
-22.8%
+45.0%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.2% | -2.6% | +0.3% |
| 7D | +3.2% | -8.3% | +11.5% | +3.7% |
| 30D | +5.4% | -12.6% | +18.0% | +6.1% |
| 3M | +5.4% | +9.1% | -3.8% | +4.7% |
| 6M | +45.7% | -31.2% | +77.0% | +47.7% |
| YTD | +21.2% | -21.6% | +42.8% | +22.0% |
| 1Y | +35.6% | -38.8% | +74.4% | +38.0% |
| 3Y | -2.0% | +0.6% | -2.6% | -4.4% |
| All | +22.2% | -22.8% | +45.0% | +21.7% |
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