+561.5%
ETN vs SW
+183.3%
+378.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.2% | +4.9% | +5.1% |
| 7D | -1.8% | +1.8% | -3.7% | -2.1% |
| 30D | -16.4% | +7.0% | -23.4% | -17.3% |
| 3M | -19.9% | -7.6% | -12.3% | -19.2% |
| 6M | -10.3% | +8.5% | -18.8% | -11.7% |
| YTD | +13.8% | +17.7% | -3.9% | +10.5% |
| 1Y | -3.1% | +27.1% | -30.1% | -6.8% |
| 3Y | +70.1% | +48.2% | +21.9% | +60.4% |
| 5Y | +122.3% | -2.3% | +124.6% | +112.6% |
| 10Y | +561.5% | +183.3% | +378.1% | +454.9% |
| All | +561.5% | +183.3% | +378.1% | +454.9% |
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