+50.8%
SWKS vs ELF
+332.6%
-281.8%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.9% | -4.0% | -0.9% |
| 7D | +9.4% | +1.6% | +7.8% | +9.0% |
| 30D | +17.0% | +9.1% | +7.9% | +14.8% |
| 3M | +28.9% | +28.2% | +0.8% | +22.0% |
| 6M | +33.1% | +119.5% | -86.4% | +12.6% |
| YTD | +44.8% | +55.2% | -10.4% | +29.0% |
| 1Y | +36.2% | +58.6% | -22.4% | +20.6% |
| 3Y | +11.5% | +21.3% | -9.8% | -6.4% |
| 5Y | -37.1% | +276.2% | -313.3% | -61.4% |
| All | +50.8% | +332.6% | -281.8% | -22.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling