-25.2%
SWKS vs EL
-31.7%
+6.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.0% | +0.6% | +2.6% |
| 7D | +12.5% | +0.8% | +11.7% | +12.2% |
| 30D | +10.5% | +19.8% | -9.3% | +4.1% |
| 3M | -7.4% | +25.7% | -33.1% | -14.0% |
| 6M | +32.7% | +5.4% | +27.2% | +28.5% |
| YTD | +19.2% | +0.2% | +18.9% | +15.6% |
| 1Y | +2.4% | +20.4% | -18.1% | -7.4% |
| All | -25.2% | -31.7% | +6.4% | -24.8% |
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