-1.6%
SW vs ELF
+259.2%
-260.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.3% | +1.8% | -1.1% |
| 7D | +4.7% | -2.7% | +7.4% | +5.0% |
| 30D | +5.0% | +6.9% | -1.9% | +4.0% |
| 3M | -7.3% | +27.2% | -34.5% | -10.4% |
| 6M | +15.0% | +84.9% | -69.9% | +5.8% |
| YTD | +18.5% | +44.5% | -25.9% | +11.7% |
| 1Y | +27.1% | -6.8% | +33.9% | +24.6% |
| 3Y | +49.3% | +14.2% | +35.1% | +30.9% |
| 5Y | -1.6% | +250.6% | -252.3% | -35.2% |
| All | -1.6% | +259.2% | -260.9% | -35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 5y: compounded portfolio wealth divided by compounded ELF 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…
5y analysis · Full analysis span regression · 6 months rolling