+32.4%
SWKS vs ET
+169.5%
-137.1%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.5% |
| 7D | -2.7% | -4.4% | +1.7% | -1.2% |
| 30D | +8.5% | -4.8% | +13.3% | +10.2% |
| 3M | +17.3% | -3.4% | +20.7% | +18.5% |
| 6M | +25.1% | +2.2% | +22.9% | +23.7% |
| YTD | +33.3% | +24.2% | +9.1% | +23.3% |
| 1Y | +22.9% | +24.5% | -1.6% | +13.4% |
| 3Y | +5.5% | +83.6% | -78.1% | -13.7% |
| 5Y | -41.9% | +203.4% | -245.3% | -59.3% |
| 10Y | +32.4% | +166.5% | -134.1% | -11.2% |
| All | +32.4% | +169.5% | -137.1% | -11.2% |
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