-32.0%
SWKS vs ETHA
-30.3%
-1.7%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.6% | +6.2% | +4.0% |
| 7D | +12.5% | +0.8% | +11.7% | +12.3% |
| 30D | +10.5% | +27.9% | -17.4% | +5.3% |
| 3M | -7.4% | +38.3% | -45.7% | -13.2% |
| 6M | +32.7% | +14.0% | +18.7% | +28.0% |
| YTD | +19.2% | -17.4% | +36.6% | +21.2% |
| 1Y | +2.4% | -42.7% | +45.0% | +11.4% |
| All | -32.0% | -30.3% | -1.7% | -36.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling