-42.1%
ETHA vs SWK
+42.1%
-84.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.2% | -1.0% | -2.2% |
| 7D | -10.3% | -2.0% | -8.3% | -9.5% |
| 30D | -19.7% | +24.6% | -44.2% | -28.1% |
| 3M | +7.2% | +10.8% | -3.6% | +1.4% |
| 6M | -11.9% | +46.1% | -58.0% | -28.5% |
| YTD | -32.3% | +56.8% | -89.2% | -48.5% |
| 1Y | -41.1% | +72.7% | -113.9% | -58.0% |
| All | -42.1% | +42.1% | -84.2% | -58.4% |
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 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