+37.8%
SWKS vs ETR
+373.3%
-335.5%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | -0.1% | -0.1% |
| 7D | -3.1% | +2.6% | -5.7% | -4.1% |
| 30D | +8.3% | +8.7% | -0.3% | +4.8% |
| 3M | +20.2% | +6.4% | +13.9% | +17.2% |
| 6M | +24.9% | +0.7% | +24.2% | +24.0% |
| YTD | +33.2% | +23.0% | +10.1% | +21.9% |
| 1Y | +23.6% | +17.9% | +5.7% | +15.0% |
| 3Y | +1.3% | +154.9% | -153.7% | -34.0% |
| 5Y | -40.6% | +157.3% | -197.9% | -62.3% |
| All | +37.8% | +373.3% | -335.5% | -16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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