+46.0%
SWKS vs ETR
+374.5%
-328.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +0.3% | +5.7% | +5.9% |
| 7D | +5.7% | +0.1% | +5.6% | +5.7% |
| 30D | +17.3% | +7.7% | +9.6% | +14.0% |
| 3M | +28.3% | +5.7% | +22.5% | +25.4% |
| 6M | +26.1% | -0.3% | +26.3% | +25.6% |
| YTD | +41.1% | +23.4% | +17.7% | +29.0% |
| 1Y | +31.4% | +18.5% | +12.9% | +22.0% |
| 3Y | +7.3% | +155.6% | -148.3% | -30.2% |
| 5Y | -37.7% | +158.7% | -196.4% | -60.6% |
| 10Y | +46.0% | +377.8% | -331.7% | -11.8% |
| All | +46.0% | +374.5% | -328.4% | -11.8% |
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