+47.0%
SWKS vs ELF
+334.4%
-287.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | 0.0% | +6.0% | +6.0% |
| 7D | +5.7% | +4.3% | +1.4% | +4.8% |
| 30D | +17.3% | +7.7% | +9.6% | +15.5% |
| 3M | +28.3% | +24.7% | +3.6% | +22.1% |
| 6M | +26.1% | +114.6% | -88.6% | +7.1% |
| YTD | +41.1% | +55.8% | -14.7% | +25.7% |
| 1Y | +31.4% | +51.9% | -20.5% | +17.5% |
| 3Y | +7.3% | +24.6% | -17.3% | -10.4% |
| 5Y | -37.7% | +279.2% | -316.9% | -61.8% |
| All | +47.0% | +334.4% | -287.4% | -24.3% |
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