+48.0%
ELV vs SHAK
-34.4%
+82.4%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.1% | +7.0% | +5.1% |
| 7D | +0.4% | -11.0% | +11.4% | +1.3% |
| 30D | +6.7% | -14.0% | +20.7% | +7.9% |
| 3M | +3.0% | +13.3% | -10.3% | +2.2% |
| 6M | +48.0% | -35.3% | +83.3% | +50.0% |
| All | +48.0% | -34.4% | +82.4% | +50.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling