+50.8%
SWKS vs ET
+160.8%
-110.0%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +9.4% | +2.5% | +6.9% | +8.5% |
| 30D | +17.0% | -2.5% | +19.4% | +17.9% |
| 3M | +28.9% | -4.9% | +33.8% | +30.9% |
| 6M | +33.1% | -0.1% | +33.2% | +32.7% |
| YTD | +44.8% | +26.2% | +18.6% | +33.1% |
| 1Y | +36.2% | +25.2% | +11.1% | +25.5% |
| 3Y | +11.5% | +84.2% | -72.7% | -9.1% |
| 5Y | -37.1% | +216.1% | -253.1% | -56.5% |
| All | +50.8% | +160.8% | -110.0% | +0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 10y: compounded portfolio wealth divided by compounded ET 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…
10y analysis · Full analysis span regression · 6 months rolling