+152.0%
ETR vs SWK
-25.4%
+177.5%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.6% | +1.2% | -1.1% |
| 7D | +0.3% | +11.3% | -11.0% | -1.1% |
| 30D | +6.8% | +28.1% | -21.3% | +3.6% |
| 3M | +3.8% | +12.6% | -8.8% | +2.2% |
| 6M | -5.5% | +51.7% | -57.2% | -10.5% |
| YTD | +21.5% | +60.0% | -38.5% | +13.8% |
| 1Y | +17.4% | +72.7% | -55.3% | +8.8% |
| 3Y | +147.7% | +46.3% | +101.4% | +130.1% |
| 5Y | +152.0% | -24.6% | +176.7% | +149.3% |
| All | +152.0% | -25.4% | +177.5% | +149.3% |
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