-17.4%
SWKS vs ETHA
-44.8%
+27.4%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.3% | +3.2% | +0.5% |
| 7D | +9.4% | -12.5% | +22.0% | +11.8% |
| 30D | +17.0% | -19.8% | +36.8% | +21.2% |
| 3M | +28.9% | +3.1% | +25.8% | +26.7% |
| 6M | +33.1% | -13.8% | +46.9% | +34.4% |
| YTD | +44.8% | -34.6% | +79.4% | +52.4% |
| 1Y | +36.2% | -38.7% | +74.9% | +44.6% |
| All | -17.4% | -44.8% | +27.4% | -19.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling