+998.2%
ETN vs SW
+730.4%
+267.9%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -1.5% | -5.9% | -7.3% |
| 7D | -16.9% | +4.7% | -21.6% | -17.3% |
| 30D | -26.5% | +5.0% | -31.5% | -26.9% |
| 3M | -26.7% | -7.3% | -19.4% | -26.3% |
| 6M | -20.0% | +15.0% | -35.0% | -21.2% |
| YTD | +3.5% | +18.5% | -15.0% | +1.6% |
| 1Y | -14.4% | +27.1% | -41.6% | -16.5% |
| 3Y | +57.4% | +49.3% | +8.1% | +51.5% |
| 5Y | +106.3% | -1.6% | +107.9% | +100.4% |
| 10Y | +557.1% | +185.4% | +371.7% | +489.6% |
| All | +998.2% | +730.4% | +267.9% | +790.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling