+670.4%
SHOP vs ELAN
-28.2%
+698.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.4% | +1.2% |
| 7D | -11.2% | -5.4% | -5.8% | -9.4% |
| 30D | -14.4% | +4.7% | -19.1% | -15.9% |
| 3M | +16.6% | -3.7% | +20.2% | +17.4% |
| 6M | -0.6% | -1.2% | +0.6% | -2.5% |
| YTD | -20.0% | +2.4% | -22.4% | -22.8% |
| 1Y | -11.2% | +23.4% | -34.6% | -20.2% |
| 3Y | +99.5% | +96.7% | +2.8% | +34.4% |
| 5Y | -13.2% | -30.6% | +17.4% | -14.6% |
| All | +670.4% | -28.2% | +698.6% | +615.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 10y: compounded portfolio wealth divided by compounded ELAN 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…
10y analysis · Full analysis span regression · 6 months rolling