+366.9%
ETR vs SWK
+32.9%
+334.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.8% | -1.7% | +0.5% |
| 7D | +1.7% | +10.7% | -8.9% | -0.5% |
| 30D | +8.7% | +33.3% | -24.6% | +2.2% |
| 3M | +4.9% | +14.7% | -9.7% | +1.7% |
| 6M | +0.8% | +48.5% | -47.7% | -7.9% |
| YTD | +23.1% | +63.9% | -40.8% | +9.3% |
| 1Y | +17.9% | +80.4% | -62.5% | +2.3% |
| 3Y | +154.5% | +58.1% | +96.4% | +119.2% |
| 5Y | +160.3% | -24.5% | +184.8% | +166.8% |
| 10Y | +366.9% | +29.5% | +337.5% | +292.9% |
| All | +366.9% | +32.9% | +334.1% | +292.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling