+314.5%
ELF vs SWK
+22.8%
+291.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.6% | -0.7% | -2.2% |
| 7D | -2.7% | +11.3% | -14.0% | -7.7% |
| 30D | +6.9% | +28.1% | -21.2% | -5.0% |
| 3M | +27.2% | +12.6% | +14.6% | +19.8% |
| 6M | +84.9% | +51.7% | +33.2% | +51.5% |
| YTD | +44.5% | +60.0% | -15.5% | +14.6% |
| 1Y | -6.8% | +72.7% | -79.4% | -28.3% |
| 3Y | +14.2% | +46.3% | -32.1% | -7.7% |
| 5Y | +250.6% | -24.6% | +275.2% | +265.7% |
| 10Y | +318.0% | +32.2% | +285.8% | +237.9% |
| All | +314.5% | +22.8% | +291.8% | +258.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling