+127.1%
ETR vs SWK
-38.7%
+165.9%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.6% |
| 7D | +1.4% | -0.4% | +1.9% | +1.5% |
| 30D | +1.0% | -5.7% | +6.7% | +1.7% |
| 3M | -1.3% | +24.1% | -25.3% | -4.0% |
| 6M | +1.9% | +24.7% | -22.8% | -1.3% |
| YTD | +18.2% | +33.9% | -15.8% | +13.3% |
| 1Y | +24.7% | +34.7% | -10.0% | +19.2% |
| 3Y | +150.7% | +15.3% | +135.4% | +140.5% |
| All | +127.1% | -38.7% | +165.9% | +127.0% |
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