+1,725.9%
SWKS vs ET
+1,435.0%
+291.0%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.2% | +3.4% |
| 7D | +12.5% | +0.9% | +11.6% | +12.2% |
| 30D | +10.5% | +7.5% | +3.0% | +8.1% |
| 3M | -7.4% | +11.4% | -18.8% | -10.6% |
| 6M | +32.7% | +18.5% | +14.1% | +25.8% |
| YTD | +19.2% | +37.4% | -18.2% | +7.9% |
| 1Y | +2.4% | +30.9% | -28.6% | -6.0% |
| 3Y | -25.6% | +98.7% | -124.4% | -39.5% |
| 5Y | -53.4% | +230.7% | -284.1% | -67.6% |
| 10Y | +23.2% | +175.6% | -152.4% | -17.2% |
| All | +1,725.9% | +1,435.0% | +291.0% | +401.6% |
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