+171.2%
ETN vs SWKS
-53.5%
+224.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.5% | -0.1% | +2.3% |
| 7D | +2.0% | +12.5% | -10.5% | -2.1% |
| 30D | -7.9% | +10.5% | -18.4% | -11.1% |
| 3M | -1.6% | -7.4% | +5.8% | +0.5% |
| 6M | +16.9% | +32.7% | -15.8% | +4.1% |
| YTD | +30.1% | +19.2% | +10.9% | +19.7% |
| 1Y | +19.3% | +2.4% | +16.9% | +15.3% |
| 3Y | +82.5% | -25.6% | +108.1% | +86.4% |
| All | +171.2% | -53.5% | +224.7% | +203.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling