-0.6%
SWKS vs EL
+1.5%
-2.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.9% | +1.9% | -0.9% |
| 7D | -9.2% | -1.1% | -8.1% | -9.0% |
| 30D | -1.9% | +15.3% | -17.2% | -6.4% |
| 3M | +21.2% | +24.2% | -3.0% | +11.9% |
| 6M | +12.9% | +30.9% | -18.0% | +1.8% |
| YTD | +30.7% | +3.9% | +26.9% | +24.4% |
| 1Y | +14.1% | +19.9% | -5.7% | +2.6% |
| All | -0.6% | +1.5% | -2.1% | -11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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