+7,788.2%
SHOP vs ELV
+187.2%
+7,601.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -1.4% | -6.2% | -7.2% |
| 7D | -4.1% | -0.3% | -3.8% | -4.0% |
| 30D | -11.5% | +2.0% | -13.5% | -12.0% |
| 3M | +21.1% | -3.5% | +24.5% | +22.0% |
| 6M | +3.0% | +40.2% | -37.2% | -6.9% |
| YTD | -16.7% | +15.8% | -32.5% | -21.1% |
| 1Y | -8.3% | +33.2% | -41.5% | -16.8% |
| 3Y | +112.8% | -6.2% | +119.1% | +107.7% |
| 5Y | -9.3% | +16.4% | -25.7% | -21.2% |
| 10Y | +3,003.4% | +259.8% | +2,743.7% | +1,473.4% |
| All | +7,788.2% | +187.2% | +7,601.0% | +4,565.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling