+295.6%
ELV vs SWK
+29.6%
+266.0%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.4% |
| 7D | +1.3% | +11.0% | -9.7% | -1.6% |
| 30D | +5.3% | +30.1% | -24.8% | -2.1% |
| 3M | +9.2% | +14.7% | -5.4% | +4.8% |
| 6M | +14.5% | +44.5% | -30.0% | +2.2% |
| YTD | +23.2% | +59.4% | -36.2% | +6.1% |
| 1Y | +38.0% | +77.5% | -39.5% | +15.1% |
| 3Y | -1.5% | +49.5% | -51.0% | -17.7% |
| 5Y | +8.5% | -24.9% | +33.4% | +14.5% |
| All | +295.6% | +29.6% | +266.0% | +205.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling