+3,295.1%
SHOP vs ELF
+383.9%
+2,911.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.7% | -2.1% | +2.0% |
| 7D | -5.4% | +4.0% | -9.4% | -6.4% |
| 30D | -10.3% | +10.6% | -20.9% | -12.7% |
| 3M | +1.0% | +25.8% | -24.8% | -5.2% |
| 6M | +41.2% | +89.1% | -47.8% | +18.3% |
| YTD | -7.5% | +52.7% | -60.2% | -19.4% |
| 1Y | -4.6% | +51.7% | -56.3% | -16.9% |
| 3Y | +146.4% | +14.2% | +132.2% | +103.9% |
| 5Y | -2.5% | +270.7% | -273.2% | -44.4% |
| 10Y | +3,703.6% | +341.9% | +3,361.6% | +1,677.4% |
| All | +3,295.1% | +383.9% | +2,911.2% | +1,485.6% |
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