+16,587.2%
ETN vs SWKS
+9,235.4%
+7,351.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.2% | +3.3% | +4.3% |
| 7D | -7.6% | -6.2% | -1.5% | -6.9% |
| 30D | -20.8% | -1.5% | -19.3% | -20.6% |
| 3M | -23.6% | +23.0% | -46.5% | -25.7% |
| 6M | -18.5% | +27.6% | -46.1% | -21.3% |
| YTD | +8.2% | +32.3% | -24.1% | +3.6% |
| 1Y | -8.7% | +20.1% | -28.8% | -11.5% |
| 3Y | +63.3% | +0.6% | +62.6% | +59.6% |
| 5Y | +115.6% | -42.3% | +157.9% | +123.2% |
| 10Y | +586.7% | +35.9% | +550.7% | +541.6% |
| All | +16,587.2% | +9,235.4% | +7,351.8% | +10,532.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling