+555.7%
ETN vs SWKS
+49.5%
+506.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.2% | -1.4% |
| 7D | +10.1% | +10.9% | -0.7% | +6.1% |
| 30D | -15.9% | +17.6% | -33.5% | -20.6% |
| 3M | -21.7% | +29.2% | -50.9% | -29.5% |
| 6M | -10.1% | +37.0% | -47.0% | -21.6% |
| YTD | +14.0% | +44.9% | -30.9% | -4.1% |
| 1Y | -1.7% | +33.8% | -35.5% | -14.8% |
| 3Y | +67.9% | +10.2% | +57.7% | +47.3% |
| 5Y | +125.5% | -37.0% | +162.5% | +138.4% |
| All | +555.7% | +49.5% | +506.2% | +394.4% |
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