+112.6%
ETN vs SWK
-25.5%
+138.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.4% | +4.9% | +4.6% |
| 7D | -7.6% | +11.0% | -18.7% | -11.5% |
| 30D | -20.8% | +30.1% | -50.8% | -28.5% |
| 3M | -23.6% | +14.7% | -38.2% | -27.8% |
| 6M | -18.5% | +44.5% | -63.0% | -29.3% |
| YTD | +8.2% | +59.4% | -51.2% | -9.9% |
| 1Y | -8.7% | +77.5% | -86.2% | -26.8% |
| 3Y | +63.3% | +49.5% | +13.8% | +31.6% |
| All | +112.6% | -25.5% | +138.0% | +129.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling