+256.0%
ELV vs SWK
+17.8%
+238.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.7% |
| 7D | -0.5% | -2.0% | +1.5% | 0.0% |
| 30D | +1.1% | +24.6% | -23.5% | -4.9% |
| 3M | +8.2% | +10.8% | -2.6% | +4.8% |
| 6M | +10.2% | +46.1% | -35.8% | -2.0% |
| YTD | +24.4% | +56.8% | -32.4% | +7.5% |
| 1Y | +33.8% | +72.7% | -38.9% | +12.3% |
| 3Y | -1.4% | +49.9% | -51.2% | -17.8% |
| 5Y | +5.8% | -30.9% | +36.7% | +15.8% |
| All | +256.0% | +17.8% | +238.1% | +176.8% |
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 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