-5.5%
ETN vs SWKS
+14.2%
-19.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -2.9% | -7.0% | -9.1% |
| 7D | -10.1% | -4.9% | -5.2% | -8.8% |
| 30D | -18.4% | -1.2% | -17.2% | -18.1% |
| 3M | -20.4% | +24.2% | -44.6% | -25.6% |
| 6M | -16.0% | +21.5% | -37.5% | -21.3% |
| YTD | +11.8% | +33.5% | -21.7% | +1.5% |
| 1Y | -5.5% | +18.9% | -24.4% | -8.1% |
| All | -5.5% | +14.2% | -19.6% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 1y: compounded portfolio wealth divided by compounded SWKS 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…
1y analysis · Full analysis span regression · 6 months rolling