+3,242.7%
SHOP vs ELF
+393.8%
+2,848.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.7% | -2.9% | -3.4% |
| 7D | +2.8% | +6.3% | -3.5% | +1.2% |
| 30D | -14.2% | +8.5% | -22.7% | -16.0% |
| 3M | -5.5% | +24.4% | -30.0% | -11.0% |
| 6M | +32.8% | +94.7% | -61.9% | +10.4% |
| YTD | -8.9% | +55.9% | -64.8% | -21.1% |
| 1Y | -7.7% | +48.4% | -56.1% | -19.1% |
| 3Y | +139.0% | +24.6% | +114.4% | +93.3% |
| 5Y | -0.5% | +285.0% | -285.6% | -43.7% |
| 10Y | +3,557.0% | +357.2% | +3,199.8% | +1,599.2% |
| All | +3,242.7% | +393.8% | +2,848.9% | +1,452.7% |
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