+51.7%
ELF vs SWK
+71.2%
-19.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.4% | +6.1% | +5.9% |
| 7D | +4.0% | +11.0% | -7.0% | -0.4% |
| 30D | +10.6% | +30.1% | -19.5% | -1.0% |
| 3M | +25.8% | +14.7% | +11.2% | +18.7% |
| 6M | +89.1% | +44.5% | +44.6% | +61.3% |
| YTD | +52.7% | +59.4% | -6.6% | +29.1% |
| 1Y | +51.7% | +77.5% | -25.8% | +22.2% |
| All | +51.7% | +71.2% | -19.4% | +22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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