-29.4%
ETHA vs SWK
+21.3%
-50.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.9% | -3.5% | -3.1% |
| 7D | +0.8% | -0.4% | +1.3% | +1.0% |
| 30D | +27.9% | -5.7% | +33.6% | +31.5% |
| 3M | +38.3% | +24.1% | +14.2% | +22.4% |
| 6M | +14.0% | +24.7% | -10.7% | -0.4% |
| YTD | -17.4% | +33.9% | -51.4% | -31.8% |
| 1Y | -42.7% | +34.7% | -77.3% | -52.9% |
| All | -29.4% | +21.3% | -50.8% | -44.9% |
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