+19,963.1%
ETN vs SWK
+1,275.2%
+18,687.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.9% | +2.6% | +3.0% |
| 7D | +2.0% | -0.4% | +2.5% | +2.2% |
| 30D | -7.9% | -5.7% | -2.2% | -5.4% |
| 3M | -1.6% | +24.1% | -25.7% | -11.3% |
| 6M | +16.9% | +24.7% | -7.8% | +4.5% |
| YTD | +30.1% | +33.9% | -3.9% | +12.1% |
| 1Y | +19.3% | +34.7% | -15.4% | +1.7% |
| 3Y | +82.5% | +15.3% | +67.3% | +57.9% |
| 5Y | +166.8% | -39.3% | +206.1% | +200.0% |
| 10Y | +649.7% | +2.5% | +647.2% | +530.8% |
| All | +19,963.1% | +1,275.2% | +18,687.9% | +6,577.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling