+85.6%
ETN vs SWKS
-15.7%
+101.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.8% | +0.9% | +2.2% |
| 7D | +8.0% | +11.8% | -3.8% | +4.2% |
| 30D | -5.9% | +6.7% | -12.7% | -7.9% |
| 3M | +5.0% | 0.0% | +5.0% | +4.5% |
| 6M | +22.4% | +38.7% | -16.3% | +8.4% |
| YTD | +33.6% | +21.4% | +12.3% | +23.1% |
| 1Y | +22.1% | +2.9% | +19.2% | +18.3% |
| 3Y | +85.6% | -16.4% | +102.0% | +83.4% |
| All | +85.6% | -15.7% | +101.2% | +83.4% |
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 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