+18.9%
SWKS vs ELF
-3.2%
+22.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.9% | -4.8% | -3.1% |
| 7D | -4.9% | -1.5% | -3.4% | -4.8% |
| 30D | -1.2% | +9.5% | -10.7% | -2.0% |
| 3M | +24.2% | +29.4% | -5.2% | +21.1% |
| 6M | +21.5% | +83.7% | -62.2% | +16.0% |
| YTD | +33.5% | +49.4% | -15.9% | +28.4% |
| 1Y | +18.9% | -3.9% | +22.9% | +19.7% |
| All | +18.9% | -3.2% | +22.2% | +19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 1y: compounded portfolio wealth divided by compounded ELF 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…
1y analysis · Full analysis span regression · 6 months rolling