+64.5%
ETN vs SWK
+50.7%
+13.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.8% |
| 7D | +3.6% | -1.4% | +5.0% | +4.0% |
| 30D | -13.4% | +25.5% | -38.9% | -20.0% |
| 3M | -21.9% | +11.8% | -33.7% | -25.1% |
| 6M | -12.8% | +48.7% | -61.5% | -23.9% |
| YTD | +12.1% | +57.2% | -45.1% | -4.5% |
| 1Y | +0.8% | +75.3% | -74.4% | -16.8% |
| 3Y | +64.5% | +51.9% | +12.5% | +33.0% |
| All | +64.5% | +50.7% | +13.8% | +33.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling