-51.2%
SWKS vs ET
+235.7%
-286.9%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +11.8% | +0.4% | +11.4% | +11.6% |
| 30D | +6.7% | +6.9% | -0.1% | +3.3% |
| 3M | 0.0% | +13.1% | -13.1% | -6.2% |
| 6M | +38.7% | +18.7% | +20.0% | +27.2% |
| YTD | +21.4% | +37.4% | -16.1% | +3.1% |
| 1Y | +2.9% | +34.8% | -31.9% | -11.8% |
| 3Y | -16.4% | +96.8% | -113.2% | -39.7% |
| 5Y | -51.2% | +238.2% | -289.4% | -70.2% |
| All | -51.2% | +235.7% | -286.9% | -70.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling