-67.6%
ETSY vs SWK
-28.9%
-38.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.2% | +1.2% |
| 7D | -3.5% | -2.0% | -1.6% | -2.6% |
| 30D | +11.4% | +24.6% | -13.2% | -1.5% |
| 3M | +10.9% | +10.8% | +0.1% | +4.3% |
| 6M | +53.5% | +46.1% | +7.4% | +22.7% |
| YTD | +59.3% | +56.8% | +2.4% | +20.3% |
| 1Y | +38.2% | +72.7% | -34.6% | -1.7% |
| 3Y | +39.6% | +49.9% | -10.3% | +1.7% |
| 5Y | -67.6% | -30.9% | -36.7% | -63.1% |
| All | -67.6% | -28.9% | -38.7% | -63.1% |
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