+2,945.6%
SHOP vs ELV
+258.8%
+2,686.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.3% | -4.2% | -5.1% |
| 7D | -10.6% | -2.2% | -8.4% | -10.1% |
| 30D | -18.3% | -0.2% | -18.1% | -18.3% |
| 3M | +14.8% | -6.1% | +20.9% | +16.6% |
| 6M | -5.0% | +42.8% | -47.9% | -14.1% |
| YTD | -21.2% | +14.4% | -35.6% | -24.9% |
| 1Y | -11.6% | +28.6% | -40.2% | -18.6% |
| 3Y | +101.2% | -7.4% | +108.6% | +97.6% |
| 5Y | -15.7% | +14.5% | -30.2% | -26.1% |
| All | +2,945.6% | +258.8% | +2,686.8% | +1,504.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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