-41.2%
SWKS vs ELAN
-18.4%
-22.8%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | -3.1% | +8.9% | -12.1% | -5.7% |
| 30D | +8.3% | +16.8% | -8.4% | +3.2% |
| 3M | +20.2% | +20.1% | +0.1% | +13.3% |
| 6M | +24.9% | +13.2% | +11.8% | +18.5% |
| YTD | +33.2% | +18.3% | +14.9% | +22.7% |
| 1Y | +23.6% | +20.2% | +3.4% | +12.9% |
| 3Y | +1.3% | +150.6% | -149.3% | -34.3% |
| All | -41.2% | -18.4% | -22.8% | -35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 ELAN 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