+705.0%
ETN vs SWK
-0.7%
+705.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.6% | -0.5% |
| 7D | +6.2% | -4.6% | +10.8% | +8.6% |
| 30D | -6.7% | -9.9% | +3.2% | -1.9% |
| 3M | +3.6% | +15.4% | -11.8% | -3.9% |
| 6M | +18.3% | +25.0% | -6.7% | +5.0% |
| YTD | +31.5% | +27.2% | +4.2% | +15.1% |
| 1Y | +20.6% | +24.6% | -4.0% | +5.8% |
| 3Y | +82.5% | +13.7% | +68.9% | +56.5% |
| 5Y | +177.8% | -41.5% | +219.3% | +235.5% |
| 10Y | +705.0% | +0.7% | +704.3% | +506.2% |
| All | +705.0% | -0.7% | +705.7% | +506.2% |
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