-50.3%
SWKS vs ELAN
-30.4%
-20.0%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.8% | +3.3% | +2.1% |
| 7D | +6.8% | -4.6% | +11.4% | +8.2% |
| 30D | +11.3% | +5.7% | +5.6% | +9.3% |
| 3M | +4.1% | -3.9% | +7.9% | +4.4% |
| 6M | +39.7% | -1.6% | +41.3% | +36.7% |
| YTD | +23.2% | +4.1% | +19.2% | +18.4% |
| 1Y | +5.3% | +25.5% | -20.3% | -5.4% |
| 3Y | -15.1% | +103.2% | -118.3% | -40.7% |
| 5Y | -50.3% | -29.8% | -20.5% | -47.5% |
| All | -50.3% | -30.4% | -20.0% | -47.5% |
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