-43.6%
SWKS vs EL
-66.1%
+22.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.2% | -1.0% | +0.4% |
| 7D | -6.2% | +0.8% | -6.9% | -6.6% |
| 30D | -1.5% | +16.5% | -18.0% | -7.4% |
| 3M | +23.0% | +29.2% | -6.2% | +10.0% |
| 6M | +27.6% | +27.9% | -0.3% | +14.0% |
| YTD | +32.3% | +6.2% | +26.1% | +23.6% |
| 1Y | +20.1% | +27.2% | -7.0% | +3.5% |
| 3Y | +0.6% | +3.2% | -2.6% | -13.4% |
| All | -43.6% | -66.1% | +22.6% | -15.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling