+32.1%
SWKS vs ELF
+337.1%
-305.0%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.7% | -4.5% | +0.1% |
| 7D | -6.2% | +4.0% | -10.1% | -6.9% |
| 30D | -1.5% | +10.6% | -12.1% | -3.5% |
| 3M | +23.0% | +25.8% | -2.8% | +17.0% |
| 6M | +27.6% | +89.1% | -61.5% | +11.1% |
| YTD | +32.3% | +52.7% | -20.4% | +18.4% |
| 1Y | +20.1% | +51.7% | -31.6% | +7.3% |
| 3Y | +0.6% | +14.2% | -13.6% | -14.3% |
| 5Y | -42.3% | +270.7% | -313.0% | -64.3% |
| All | +32.1% | +337.1% | -305.0% | -33.4% |
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