+1,927.5%
SWKS vs ET
+1,275.4%
+652.1%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.1% |
| 7D | -6.2% | -7.9% | +1.7% | -3.8% |
| 30D | -1.5% | -5.9% | +4.4% | +0.3% |
| 3M | +23.0% | -5.2% | +28.2% | +24.8% |
| 6M | +27.6% | +0.3% | +27.3% | +27.0% |
| YTD | +32.3% | +23.1% | +9.2% | +23.7% |
| 1Y | +20.1% | +22.7% | -2.6% | +12.3% |
| 3Y | +0.6% | +75.4% | -74.7% | -15.1% |
| 5Y | -42.3% | +202.6% | -244.9% | -58.6% |
| 10Y | +35.9% | +213.0% | -177.0% | -11.6% |
| All | +1,927.5% | +1,275.4% | +652.1% | +475.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling