-2.2%
SWKS vs ELAN
-24.0%
+21.8%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.2% | +3.4% |
| 7D | +12.5% | +1.6% | +10.9% | +12.0% |
| 30D | +10.5% | -6.6% | +17.1% | +12.3% |
| 3M | -7.4% | -0.8% | -6.5% | -7.9% |
| 6M | +32.7% | +0.2% | +32.4% | +28.9% |
| YTD | +19.2% | +8.3% | +10.9% | +12.7% |
| 1Y | +2.4% | +40.2% | -37.9% | -12.0% |
| 3Y | -25.6% | +97.7% | -123.4% | -47.8% |
| 5Y | -53.4% | -28.3% | -25.2% | -52.9% |
| All | -2.2% | -24.0% | +21.8% | -18.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling