+112.6%
ETN vs SWKS
-42.6%
+155.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.2% | +3.3% | +4.1% |
| 7D | -7.6% | -6.2% | -1.5% | -5.6% |
| 30D | -20.8% | -1.5% | -19.3% | -20.4% |
| 3M | -23.6% | +23.0% | -46.5% | -29.4% |
| 6M | -18.5% | +27.6% | -46.1% | -26.2% |
| YTD | +8.2% | +32.3% | -24.1% | -4.7% |
| 1Y | -8.7% | +20.1% | -28.8% | -16.7% |
| 3Y | +63.3% | +0.6% | +62.6% | +48.1% |
| All | +112.6% | -42.6% | +155.2% | +127.9% |
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