+328.8%
ELF vs SWK
+26.0%
+302.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +13.1% | -11.2% | -4.0% |
| 7D | -1.5% | +17.9% | -19.4% | -9.1% |
| 30D | +9.5% | +31.9% | -22.4% | -4.0% |
| 3M | +29.4% | +16.6% | +12.8% | +19.9% |
| 6M | +83.7% | +61.1% | +22.6% | +46.3% |
| YTD | +49.4% | +64.2% | -14.8% | +17.1% |
| 1Y | -3.9% | +85.2% | -89.2% | -28.5% |
| 3Y | +18.2% | +50.2% | -32.0% | -5.6% |
| 5Y | +276.1% | -22.8% | +298.9% | +288.1% |
| 10Y | +332.4% | +35.8% | +296.6% | +245.4% |
| All | +328.8% | +26.0% | +302.8% | +266.8% |
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