+3,208.0%
SHOP vs ELF
+357.0%
+2,851.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.6% | -1.1% |
| 7D | -5.1% | +5.4% | -10.5% | -6.5% |
| 30D | +0.6% | +27.0% | -26.4% | -6.0% |
| 3M | +25.0% | +113.2% | -88.2% | +1.6% |
| 6M | +11.9% | +36.6% | -24.7% | +1.4% |
| YTD | -9.9% | +44.2% | -54.1% | -20.3% |
| 1Y | 0.0% | -18.0% | +17.9% | +0.1% |
| 3Y | +117.5% | -19.9% | +137.4% | +97.6% |
| 5Y | -6.6% | +257.7% | -264.3% | -46.3% |
| All | +3,208.0% | +357.0% | +2,851.1% | +1,466.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling