-53.0%
SWKS vs ELF
+259.0%
-312.0%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.1% | +1.4% | +3.1% |
| 7D | +12.5% | +5.4% | +7.2% | +11.4% |
| 30D | +10.5% | +27.0% | -16.5% | +5.2% |
| 3M | -7.4% | +113.2% | -120.6% | -20.5% |
| 6M | +32.7% | +36.6% | -3.9% | +23.3% |
| YTD | +19.2% | +44.2% | -25.1% | +8.4% |
| 1Y | +2.4% | -18.0% | +20.4% | +3.0% |
| 3Y | -25.6% | -19.9% | -5.7% | -33.6% |
| All | -53.0% | +259.0% | -312.0% | -79.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling