+1,291.2%
ET vs SWK
+309.5%
+981.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.6% | +1.2% | -0.5% |
| 7D | -8.1% | +11.3% | -19.3% | -12.0% |
| 30D | -7.5% | +28.1% | -35.6% | -15.9% |
| 3M | -4.1% | +12.6% | -16.7% | -8.9% |
| 6M | -2.7% | +51.7% | -54.4% | -18.0% |
| YTD | +22.6% | +60.0% | -37.3% | -0.2% |
| 1Y | +22.0% | +72.7% | -50.7% | -4.0% |
| 3Y | +72.8% | +46.3% | +26.5% | +36.5% |
| 5Y | +201.4% | -24.6% | +226.1% | +198.0% |
| 10Y | +211.8% | +32.2% | +179.5% | +125.2% |
| All | +1,291.2% | +309.5% | +981.7% | +439.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling