-23.9%
SWKS vs ETHA
-39.8%
+15.8%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.5% | +5.3% | +1.5% |
| 7D | -2.7% | -5.3% | +2.5% | -2.0% |
| 30D | +8.5% | -14.2% | +22.7% | +11.1% |
| 3M | +17.3% | +10.7% | +6.6% | +14.0% |
| 6M | +25.1% | -8.4% | +33.5% | +25.1% |
| YTD | +33.3% | -28.6% | +61.9% | +38.3% |
| 1Y | +22.9% | -38.8% | +61.7% | +31.1% |
| All | -23.9% | -39.8% | +15.8% | -27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ETHA.
Daily Out/Under-Performance
Portfolio return minus ETHA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETHA 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 ETHA 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