+50.8%
SWKS vs ETR
+378.9%
-328.1%
-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% | 0.0% | -0.1% |
| 7D | +9.4% | +1.2% | +8.3% | +9.0% |
| 30D | +17.0% | +7.0% | +10.0% | +13.9% |
| 3M | +28.9% | +4.6% | +24.3% | +26.5% |
| 6M | +33.1% | +0.1% | +33.0% | +32.5% |
| YTD | +44.8% | +23.2% | +21.6% | +32.5% |
| 1Y | +36.2% | +20.6% | +15.6% | +25.6% |
| 3Y | +11.5% | +156.3% | -144.8% | -27.5% |
| 5Y | -37.1% | +159.6% | -196.7% | -60.2% |
| All | +50.8% | +378.9% | -328.1% | -9.2% |
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