+321.9%
SWKS vs ELV
+2,444.2%
-2,122.4%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.8% | +5.3% | +4.2% |
| 7D | +12.5% | +3.3% | +9.2% | +11.1% |
| 30D | +10.5% | +4.2% | +6.3% | +8.8% |
| 3M | -7.4% | -0.1% | -7.3% | -8.1% |
| 6M | +32.7% | +41.3% | -8.6% | +14.7% |
| YTD | +19.2% | +17.4% | +1.7% | +9.1% |
| 1Y | +2.4% | +35.1% | -32.7% | -11.7% |
| 3Y | -25.6% | -3.2% | -22.4% | -29.4% |
| 5Y | -53.4% | +15.6% | -69.0% | -60.0% |
| 10Y | +23.2% | +276.8% | -253.6% | -38.6% |
| All | +321.9% | +2,444.2% | -2,122.4% | -7.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling