+31.1%
SWKS vs ELF
+357.7%
-326.6%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.3% | +1.3% | -1.4% |
| 7D | -9.2% | -2.7% | -6.4% | -8.7% |
| 30D | -1.9% | +6.9% | -8.8% | -3.3% |
| 3M | +21.2% | +27.2% | -6.0% | +15.0% |
| 6M | +12.9% | +84.9% | -72.0% | -1.4% |
| YTD | +30.7% | +44.5% | -13.7% | +18.3% |
| 1Y | +14.1% | -6.8% | +20.9% | +11.0% |
| 3Y | -1.7% | +14.2% | -15.9% | -16.4% |
| 5Y | -43.0% | +250.6% | -293.6% | -64.2% |
| 10Y | +34.3% | +318.0% | -283.7% | -29.8% |
| All | +31.1% | +357.7% | -326.6% | -31.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling