+555.7%
ETN vs SW
+179.5%
+376.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | -0.2% |
| 7D | +10.1% | -3.0% | +13.1% | +10.6% |
| 30D | -15.9% | +4.2% | -20.1% | -16.5% |
| 3M | -21.7% | -11.5% | -10.2% | -20.5% |
| 6M | -10.1% | +8.6% | -18.7% | -11.5% |
| YTD | +14.0% | +15.0% | -1.0% | +11.1% |
| 1Y | -1.7% | +25.7% | -27.4% | -5.3% |
| 3Y | +67.9% | +44.8% | +23.1% | +58.8% |
| 5Y | +125.5% | -1.7% | +127.3% | +115.7% |
| All | +555.7% | +179.5% | +376.2% | +451.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling