+705.0%
ETN vs SWKS
+34.8%
+670.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.2% | -2.2% |
| 7D | +6.2% | +6.8% | -0.6% | +3.7% |
| 30D | -6.7% | +11.3% | -17.9% | -10.4% |
| 3M | +3.6% | +4.1% | -0.4% | +1.5% |
| 6M | +18.3% | +39.7% | -21.3% | +2.4% |
| YTD | +31.5% | +23.2% | +8.2% | +18.6% |
| 1Y | +20.6% | +5.3% | +15.3% | +14.7% |
| 3Y | +82.5% | -15.1% | +97.7% | +78.5% |
| 5Y | +177.8% | -50.3% | +228.1% | +223.3% |
| 10Y | +705.0% | +42.3% | +662.7% | +510.7% |
| All | +705.0% | +34.8% | +670.2% | +510.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling