+160.5%
ETR vs SWK
-25.5%
+186.0%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | +0.4% | +11.0% | -10.6% | -1.0% |
| 30D | +7.5% | +30.1% | -22.5% | +4.0% |
| 3M | +4.4% | +14.7% | -10.2% | +2.5% |
| 6M | -1.5% | +44.5% | -46.0% | -6.2% |
| YTD | +21.8% | +59.4% | -37.6% | +14.1% |
| 1Y | +18.4% | +77.5% | -59.1% | +9.3% |
| 3Y | +148.5% | +49.5% | +99.1% | +130.0% |
| All | +160.5% | -25.5% | +186.0% | +159.2% |
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