+255.0%
ELF vs SWK
-38.7%
+293.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.2% | +1.7% |
| 7D | +5.4% | -0.4% | +5.8% | +5.5% |
| 30D | +27.0% | -5.7% | +32.7% | +30.3% |
| 3M | +113.2% | +24.1% | +89.1% | +92.4% |
| 6M | +36.6% | +24.7% | +11.9% | +22.1% |
| YTD | +44.2% | +33.9% | +10.3% | +24.8% |
| 1Y | -18.0% | +34.7% | -52.7% | -29.1% |
| 3Y | -19.9% | +15.3% | -35.2% | -28.6% |
| All | +255.0% | -38.7% | +293.8% | +319.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling