+235.9%
ET vs SWK
-38.7%
+274.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.1% |
| 7D | +0.9% | -0.4% | +1.3% | +1.0% |
| 30D | +7.5% | -5.7% | +13.2% | +8.4% |
| 3M | +11.4% | +24.1% | -12.7% | +7.2% |
| 6M | +18.5% | +24.7% | -6.2% | +13.6% |
| YTD | +37.4% | +33.9% | +3.4% | +29.6% |
| 1Y | +30.9% | +34.7% | -3.7% | +22.9% |
| 3Y | +98.7% | +15.3% | +83.5% | +86.3% |
| All | +235.9% | -38.7% | +274.7% | +241.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling