-5.5%
ETN vs SWK
+87.6%
-93.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +13.1% | -23.0% | -13.3% |
| 7D | -10.1% | +17.9% | -28.0% | -15.1% |
| 30D | -18.4% | +31.9% | -50.3% | -26.7% |
| 3M | -20.4% | +16.6% | -37.0% | -24.6% |
| 6M | -16.0% | +61.1% | -77.1% | -31.1% |
| YTD | +11.8% | +64.2% | -52.4% | -11.1% |
| 1Y | -5.5% | +85.2% | -90.7% | -28.8% |
| All | -5.5% | +87.6% | -93.1% | -28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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