+63.3%
ETN vs SWKS
-0.7%
+64.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.2% | +3.3% | +4.1% |
| 7D | -7.6% | -6.2% | -1.5% | -5.8% |
| 30D | -20.8% | -1.5% | -19.3% | -20.4% |
| 3M | -23.6% | +23.0% | -46.5% | -28.9% |
| 6M | -18.5% | +27.6% | -46.1% | -25.4% |
| YTD | +8.2% | +32.3% | -24.1% | -3.4% |
| 1Y | -8.7% | +20.1% | -28.8% | -15.9% |
| 3Y | +63.3% | +0.6% | +62.6% | +49.1% |
| All | +63.3% | -0.7% | +64.0% | +49.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling