+32.4%
SWKS vs ENB
+99.8%
-67.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.3% |
| 7D | -2.7% | -3.7% | +0.9% | -1.0% |
| 30D | +8.5% | +1.7% | +6.8% | +7.5% |
| 3M | +17.3% | -6.3% | +23.6% | +20.5% |
| 6M | +25.1% | -9.2% | +34.3% | +29.8% |
| YTD | +33.3% | +3.1% | +30.2% | +29.5% |
| 1Y | +22.9% | +3.4% | +19.5% | +19.1% |
| 3Y | +5.5% | +68.9% | -63.4% | -21.8% |
| 5Y | -41.9% | +51.7% | -93.6% | -54.6% |
| 10Y | +32.4% | +98.3% | -65.9% | -15.3% |
| All | +32.4% | +99.8% | -67.4% | -15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 10y: compounded portfolio wealth divided by compounded ENB 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…
10y analysis · Full analysis span regression · 6 months rolling