+2,790.8%
SHOP vs ELF
+317.0%
+2,473.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -4.1% | -1.4% | -4.4% |
| 7D | -10.6% | -6.8% | -3.8% | -8.9% |
| 30D | -18.3% | +5.1% | -23.4% | -19.5% |
| 3M | +14.8% | +79.8% | -64.9% | -2.2% |
| 6M | -5.0% | +29.7% | -34.7% | -12.5% |
| YTD | -21.2% | +31.6% | -52.8% | -28.6% |
| 1Y | -11.6% | -27.9% | +16.3% | -8.3% |
| 3Y | +101.2% | -26.4% | +127.7% | +87.2% |
| 5Y | -15.7% | +235.6% | -251.3% | -50.5% |
| All | +2,790.8% | +317.0% | +2,473.8% | +1,304.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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