-30.8%
SWKS vs ETHA
-29.6%
-1.2%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.8% | +1.6% |
| 7D | +11.8% | +2.7% | +9.1% | +11.2% |
| 30D | +6.7% | +29.4% | -22.6% | +1.5% |
| 3M | 0.0% | +47.2% | -47.2% | -7.2% |
| 6M | +38.7% | +25.4% | +13.3% | +31.5% |
| YTD | +21.4% | -16.5% | +37.9% | +23.2% |
| 1Y | +2.9% | -42.3% | +45.2% | +11.8% |
| All | -30.8% | -29.6% | -1.2% | -35.1% |
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