+18.9%
SWKS vs ELAN
-17.8%
+36.7%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.1% | +2.7% | +2.7% |
| 7D | +10.9% | +11.9% | -1.0% | +6.8% |
| 30D | +17.6% | +18.3% | -0.7% | +11.1% |
| 3M | +29.2% | +19.7% | +9.5% | +21.2% |
| 6M | +37.0% | +23.7% | +13.3% | +25.8% |
| YTD | +44.9% | +17.1% | +27.8% | +33.0% |
| 1Y | +33.8% | +20.2% | +13.6% | +21.4% |
| 3Y | +10.2% | +148.1% | -137.9% | -28.5% |
| 5Y | -37.0% | -19.8% | -17.2% | -38.8% |
| All | +18.9% | -17.8% | +36.7% | -3.6% |
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