+163.1%
ET vs SWK
+18.1%
+145.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | +2.5% | -1.4% | +3.9% | +2.9% |
| 30D | -2.5% | +25.5% | -27.9% | -9.2% |
| 3M | -4.9% | +11.8% | -16.6% | -8.5% |
| 6M | -0.1% | +48.7% | -48.8% | -12.6% |
| YTD | +26.2% | +57.2% | -31.0% | +7.1% |
| 1Y | +25.2% | +75.3% | -50.1% | +2.1% |
| 3Y | +84.2% | +51.9% | +32.2% | +49.2% |
| 5Y | +216.1% | -30.7% | +246.8% | +237.6% |
| All | +163.1% | +18.1% | +145.0% | +125.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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