+155.0%
ETSY vs SWK
+35.4%
+119.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.9% | -7.6% | -7.2% |
| 7D | -8.5% | -0.4% | -8.0% | -8.3% |
| 30D | -10.9% | -5.7% | -5.2% | -8.3% |
| 3M | +14.1% | +24.1% | -10.0% | +1.1% |
| 6M | +37.5% | +24.7% | +12.8% | +20.0% |
| YTD | +38.0% | +33.9% | +4.1% | +15.9% |
| 1Y | +46.5% | +34.7% | +11.9% | +22.3% |
| 3Y | +2.5% | +15.3% | -12.8% | -11.0% |
| 5Y | -65.3% | -39.3% | -26.0% | -59.1% |
| 10Y | +451.6% | +2.5% | +449.1% | +337.4% |
| All | +155.0% | +35.4% | +119.6% | +47.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling