+8.0%
ELF vs SWK
+46.5%
-38.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.6% | -0.7% | -1.9% |
| 7D | -2.7% | +11.3% | -14.0% | -8.7% |
| 30D | +6.9% | +28.1% | -21.2% | -7.3% |
| 3M | +27.2% | +12.6% | +14.6% | +18.4% |
| 6M | +84.9% | +51.7% | +33.2% | +44.9% |
| YTD | +44.5% | +60.0% | -15.5% | +8.7% |
| 1Y | -6.8% | +72.7% | -79.4% | -32.7% |
| All | +8.0% | +46.5% | -38.5% | -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 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