+32.4%
SWKS vs ELV
+298.7%
-266.3%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.3% |
| 7D | -2.7% | +1.1% | -3.9% | -3.2% |
| 30D | +8.5% | +1.3% | +7.1% | +7.8% |
| 3M | +17.3% | +6.6% | +10.7% | +14.5% |
| 6M | +25.1% | +11.6% | +13.6% | +19.3% |
| YTD | +33.3% | +21.1% | +12.3% | +22.0% |
| 1Y | +22.9% | +34.2% | -11.3% | +8.0% |
| 3Y | +5.5% | -2.9% | +8.5% | +1.2% |
| 5Y | -41.9% | +4.6% | -46.5% | -47.5% |
| 10Y | +32.4% | +272.8% | -240.4% | -9.5% |
| All | +32.4% | +298.7% | -266.3% | -9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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