+544.6%
ETN vs SW
+177.1%
+367.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.6% |
| 7D | +3.6% | -2.9% | +6.5% | +4.0% |
| 30D | -13.4% | +5.0% | -18.4% | -14.1% |
| 3M | -21.9% | -13.7% | -8.2% | -20.5% |
| 6M | -12.8% | +8.0% | -20.8% | -14.1% |
| YTD | +12.1% | +14.0% | -1.9% | +9.4% |
| 1Y | +0.8% | +25.6% | -24.8% | -2.8% |
| 3Y | +64.5% | +40.1% | +24.4% | +56.1% |
| 5Y | +121.7% | -2.6% | +124.3% | +112.3% |
| All | +544.6% | +177.1% | +367.5% | +442.9% |
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