+1,279.8%
ETN vs SW
+755.0%
+524.8%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.3% | +2.2% | +3.3% |
| 7D | +2.0% | -5.1% | +7.1% | +2.5% |
| 30D | -7.9% | -4.6% | -3.3% | -7.6% |
| 3M | -1.6% | +9.4% | -11.0% | -2.5% |
| 6M | +16.9% | +3.5% | +13.4% | +16.2% |
| YTD | +30.1% | +22.0% | +8.0% | +27.5% |
| 1Y | +19.3% | +2.2% | +17.1% | +18.4% |
| 3Y | +82.5% | +19.6% | +62.9% | +78.1% |
| 5Y | +166.8% | -2.3% | +169.2% | +159.2% |
| 10Y | +649.7% | +181.4% | +468.4% | +572.4% |
| All | +1,279.8% | +755.0% | +524.8% | +1,017.1% |
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