+11.8%
ELF vs SWK
+50.4%
-38.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +13.1% | -11.2% | -5.1% |
| 7D | -1.5% | +17.9% | -19.4% | -10.5% |
| 30D | +9.5% | +31.9% | -22.4% | -6.5% |
| 3M | +29.4% | +16.6% | +12.8% | +18.2% |
| 6M | +83.7% | +61.1% | +22.6% | +39.1% |
| YTD | +49.4% | +64.2% | -14.8% | +10.8% |
| 1Y | -3.9% | +85.2% | -89.2% | -33.4% |
| All | +11.8% | +50.4% | -38.6% | -20.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling