-0.6%
SWKS vs ELF
+12.5%
-13.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.3% | +1.3% | -1.5% |
| 7D | -9.2% | -2.7% | -6.4% | -8.8% |
| 30D | -1.9% | +6.9% | -8.8% | -3.0% |
| 3M | +21.2% | +27.2% | -6.0% | +16.1% |
| 6M | +12.9% | +84.9% | -72.0% | +1.2% |
| YTD | +30.7% | +44.5% | -13.7% | +20.7% |
| 1Y | +14.1% | -6.8% | +20.9% | +12.4% |
| All | -0.6% | +12.5% | -13.0% | -15.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling