-43.6%
SWKS vs ETR
+152.2%
-195.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.2% |
| 7D | -6.2% | +0.4% | -6.6% | -6.3% |
| 30D | -1.5% | +7.5% | -9.0% | -3.1% |
| 3M | +23.0% | +4.4% | +18.5% | +21.7% |
| 6M | +27.6% | -1.5% | +29.2% | +27.7% |
| YTD | +32.3% | +21.8% | +10.5% | +26.3% |
| 1Y | +20.1% | +18.4% | +1.7% | +15.3% |
| 3Y | +0.6% | +148.5% | -147.9% | -21.2% |
| All | -43.6% | +152.2% | -195.8% | -55.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling