-10.8%
SHOP vs ELV
+29.9%
-40.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.3% | -4.2% | -5.2% |
| 7D | -10.6% | -2.2% | -8.4% | -10.2% |
| 30D | -18.3% | -0.2% | -18.1% | -18.2% |
| 3M | +14.8% | -6.1% | +20.9% | +15.1% |
| 6M | -5.0% | +42.8% | -47.9% | -8.6% |
| YTD | -21.2% | +14.4% | -35.6% | -22.7% |
| All | -10.8% | +29.9% | -40.8% | -14.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling