+27.6%
SWKS vs ELV
+276.4%
-248.8%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.8% | +5.3% | +4.1% |
| 7D | +12.5% | +3.3% | +9.2% | +11.3% |
| 30D | +10.5% | +4.2% | +6.3% | +9.0% |
| 3M | -7.4% | -0.1% | -7.3% | -7.9% |
| 6M | +32.7% | +41.3% | -8.6% | +16.7% |
| YTD | +19.2% | +17.4% | +1.7% | +10.4% |
| 1Y | +2.4% | +35.1% | -32.7% | -10.2% |
| 3Y | -25.6% | -3.2% | -22.4% | -28.7% |
| 5Y | -53.4% | +15.6% | -69.0% | -59.9% |
| All | +27.6% | +276.4% | -248.8% | -25.3% |
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