-5.5%
ETN vs SW
+29.5%
-35.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +4.1% | -13.9% | -10.8% |
| 7D | -10.1% | +12.1% | -22.2% | -12.9% |
| 30D | -18.4% | +6.6% | -24.9% | -19.9% |
| 3M | -20.4% | -6.0% | -14.4% | -19.2% |
| 6M | -16.0% | +21.5% | -37.5% | -22.2% |
| YTD | +11.8% | +20.3% | -8.5% | +2.3% |
| 1Y | -5.5% | +28.1% | -33.6% | -16.5% |
| All | -5.5% | +29.5% | -35.0% | -16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 1y: compounded portfolio wealth divided by compounded SW 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…
1y analysis · Full analysis span regression · 6 months rolling