-1.7%
ETN vs SW
+23.8%
-25.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | 0.0% |
| 7D | +10.1% | -3.0% | +13.1% | +10.9% |
| 30D | -15.9% | +4.2% | -20.1% | -17.1% |
| 3M | -21.7% | -11.5% | -10.2% | -19.2% |
| 6M | -10.1% | +8.6% | -18.7% | -14.0% |
| YTD | +14.0% | +15.0% | -1.0% | +4.8% |
| 1Y | -1.7% | +25.7% | -27.4% | -14.3% |
| All | -1.7% | +23.8% | -25.5% | -14.3% |
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