+561.5%
ETN vs SWK
+32.9%
+528.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.8% | +2.3% | +3.8% |
| 7D | -1.8% | +10.7% | -12.5% | -7.5% |
| 30D | -16.4% | +33.3% | -49.7% | -28.2% |
| 3M | -19.9% | +14.7% | -34.6% | -26.1% |
| 6M | -10.3% | +48.5% | -58.8% | -27.4% |
| YTD | +13.8% | +63.9% | -50.1% | -13.1% |
| 1Y | -3.1% | +80.4% | -83.5% | -29.5% |
| 3Y | +70.1% | +58.1% | +12.0% | +22.3% |
| 5Y | +122.3% | -24.5% | +146.8% | +134.1% |
| 10Y | +561.5% | +29.5% | +532.0% | +359.1% |
| All | +561.5% | +32.9% | +528.6% | +359.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling