+161.3%
ET vs SWK
+21.9%
+139.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.3% |
| 7D | +1.8% | -2.3% | +4.1% | +2.4% |
| 30D | -3.0% | +30.4% | -33.4% | -10.7% |
| 3M | -4.7% | +12.1% | -16.8% | -8.4% |
| 6M | +2.7% | +49.1% | -46.4% | -10.2% |
| YTD | +26.5% | +60.4% | -33.9% | +6.8% |
| 1Y | +25.0% | +78.3% | -53.4% | +1.4% |
| 3Y | +85.4% | +53.3% | +32.1% | +49.9% |
| 5Y | +215.5% | -27.0% | +242.5% | +229.9% |
| 10Y | +161.3% | +20.8% | +140.5% | +122.4% |
| All | +161.3% | +21.9% | +139.5% | +122.4% |
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