+171.2%
ETN vs SW
-2.3%
+173.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.3% | +2.2% | +3.3% |
| 7D | +2.0% | -5.1% | +7.1% | +2.9% |
| 30D | -7.9% | -4.6% | -3.3% | -7.3% |
| 3M | -1.6% | +9.4% | -11.0% | -3.3% |
| 6M | +16.9% | +3.5% | +13.4% | +15.5% |
| YTD | +30.1% | +22.0% | +8.0% | +25.4% |
| 1Y | +19.3% | +2.2% | +17.1% | +17.5% |
| 3Y | +82.5% | +19.6% | +62.9% | +75.6% |
| All | +171.2% | -2.3% | +173.6% | +155.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling