+368.4%
SWKS vs ELV
+2,568.9%
-2,200.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.7% | +1.8% |
| 7D | -6.2% | +1.3% | -7.5% | -6.7% |
| 30D | -1.5% | +5.3% | -6.8% | -3.6% |
| 3M | +23.0% | +9.2% | +13.7% | +18.5% |
| 6M | +27.6% | +14.5% | +13.1% | +19.6% |
| YTD | +32.3% | +23.2% | +9.1% | +18.6% |
| 1Y | +20.1% | +38.0% | -17.9% | +2.7% |
| 3Y | +0.6% | -1.5% | +2.2% | -5.2% |
| 5Y | -42.3% | +8.5% | -50.8% | -49.1% |
| 10Y | +35.9% | +309.5% | -273.6% | -34.5% |
| All | +368.4% | +2,568.9% | -2,200.5% | +0.4% |
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