-1.5%
ELV vs SWK
+46.0%
-47.5%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.4% |
| 7D | +1.3% | +11.0% | -9.7% | +0.2% |
| 30D | +5.3% | +30.1% | -24.8% | +2.5% |
| 3M | +9.2% | +14.7% | -5.4% | +7.6% |
| 6M | +14.5% | +44.5% | -30.0% | +9.6% |
| YTD | +23.2% | +59.4% | -36.2% | +16.0% |
| 1Y | +38.0% | +77.5% | -39.5% | +28.3% |
| 3Y | -1.5% | +49.5% | -51.0% | -5.6% |
| All | -1.5% | +46.0% | -47.5% | -5.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling