-43.6%
SWKS vs ET
+201.6%
-245.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.0% |
| 7D | -6.2% | -7.9% | +1.7% | -2.2% |
| 30D | -1.5% | -5.9% | +4.4% | +1.5% |
| 3M | +23.0% | -5.2% | +28.2% | +25.9% |
| 6M | +27.6% | +0.3% | +27.3% | +26.4% |
| YTD | +32.3% | +23.1% | +9.2% | +17.4% |
| 1Y | +20.1% | +22.7% | -2.6% | +6.6% |
| 3Y | +0.6% | +75.4% | -74.7% | -25.2% |
| All | -43.6% | +201.6% | -245.2% | -64.9% |
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