+247.0%
ELV vs SHAK
+34.1%
+213.0%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.5% | +5.3% | -0.5% |
| 7D | -2.2% | -7.2% | +5.0% | -1.3% |
| 30D | -0.2% | -11.8% | +11.6% | +1.2% |
| 3M | -6.1% | +17.2% | -23.3% | -8.1% |
| 6M | +42.8% | -34.1% | +77.0% | +48.2% |
| YTD | +14.4% | -22.4% | +36.8% | +16.1% |
| 1Y | +28.6% | -35.9% | +64.5% | +33.2% |
| 3Y | -7.4% | -3.4% | -4.1% | -12.4% |
| 5Y | +14.5% | -25.4% | +39.9% | +8.5% |
| 10Y | +257.4% | +83.4% | +174.0% | +168.3% |
| All | +247.0% | +34.1% | +213.0% | +168.5% |
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