+210.6%
ET vs SWK
-30.7%
+241.3%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | +2.5% | -1.4% | +3.9% | +2.7% |
| 30D | -2.5% | +25.5% | -27.9% | -5.8% |
| 3M | -4.9% | +11.8% | -16.6% | -6.6% |
| 6M | -0.1% | +48.7% | -48.8% | -6.7% |
| YTD | +26.2% | +57.2% | -31.0% | +16.0% |
| 1Y | +25.2% | +75.3% | -50.1% | +12.4% |
| 3Y | +84.2% | +51.9% | +32.2% | +64.2% |
| All | +210.6% | -30.7% | +241.3% | +219.2% |
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