+8,007.1%
SWKS vs ETR
+4,412.2%
+3,594.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.5% | +4.0% | +3.6% |
| 7D | +12.5% | +1.4% | +11.1% | +12.1% |
| 30D | +10.5% | +1.0% | +9.5% | +10.2% |
| 3M | -7.4% | -1.3% | -6.1% | -7.3% |
| 6M | +32.7% | +1.9% | +30.8% | +31.7% |
| YTD | +19.2% | +18.2% | +1.0% | +13.9% |
| 1Y | +2.4% | +24.7% | -22.3% | -3.6% |
| 3Y | -25.6% | +150.7% | -176.3% | -42.3% |
| 5Y | -53.4% | +127.0% | -180.5% | -63.2% |
| 10Y | +23.2% | +295.5% | -272.3% | -14.2% |
| All | +8,007.1% | +4,412.2% | +3,594.9% | +4,080.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling