+31.0%
SWKS vs ELV
+265.4%
-234.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.4% | +3.2% | +2.3% |
| 7D | +11.8% | -0.3% | +12.1% | +11.9% |
| 30D | +6.7% | +2.0% | +4.8% | +6.0% |
| 3M | 0.0% | -3.5% | +3.5% | +0.6% |
| 6M | +38.7% | +40.2% | -1.5% | +22.3% |
| YTD | +21.4% | +15.8% | +5.5% | +12.9% |
| 1Y | +2.9% | +33.2% | -30.3% | -9.4% |
| 3Y | -16.4% | -6.2% | -10.2% | -18.9% |
| 5Y | -51.2% | +16.4% | -67.6% | -58.2% |
| 10Y | +31.0% | +259.8% | -228.7% | -22.2% |
| All | +31.0% | +265.4% | -234.4% | -22.2% |
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