+373.3%
ETR vs SWK
+17.8%
+355.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.4% |
| 7D | +1.5% | -2.0% | +3.4% | +1.9% |
| 30D | +6.6% | +24.6% | -18.0% | +1.6% |
| 3M | +4.4% | +10.8% | -6.4% | +1.9% |
| 6M | -0.3% | +46.1% | -46.3% | -8.6% |
| YTD | +23.3% | +56.8% | -33.5% | +10.4% |
| 1Y | +18.9% | +72.7% | -53.9% | +4.0% |
| 3Y | +155.5% | +49.9% | +105.6% | +122.4% |
| 5Y | +159.9% | -30.9% | +190.8% | +173.0% |
| All | +373.3% | +17.8% | +355.4% | +292.4% |
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 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