+157.3%
ETR vs SWK
-25.5%
+182.7%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.1% |
| 7D | +2.6% | +11.3% | -8.7% | +1.1% |
| 30D | +8.7% | +31.5% | -22.8% | +5.0% |
| 3M | +6.4% | +14.4% | -8.1% | +4.4% |
| 6M | +0.7% | +46.4% | -45.7% | -4.2% |
| YTD | +23.0% | +61.6% | -38.5% | +15.1% |
| 1Y | +17.9% | +78.7% | -60.8% | +8.8% |
| 3Y | +154.9% | +54.4% | +100.5% | +134.8% |
| 5Y | +157.3% | -25.3% | +182.6% | +156.6% |
| All | +157.3% | -25.5% | +182.7% | +156.6% |
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