+33.8%
SWKS vs ETHA
-43.8%
+77.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.2% | +6.0% | +2.9% |
| 7D | +10.9% | -10.3% | +21.2% | +11.6% |
| 30D | +17.6% | -19.7% | +37.2% | +19.2% |
| 3M | +29.2% | +7.2% | +22.0% | +27.0% |
| 6M | +37.0% | -11.9% | +48.9% | +35.3% |
| YTD | +44.9% | -32.3% | +77.3% | +48.4% |
| 1Y | +33.8% | -41.1% | +75.0% | +39.9% |
| All | +33.8% | -43.8% | +77.6% | +39.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling