+32.1%
SWKS vs ENB
+100.6%
-68.5%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.5% | +3.7% | +2.4% |
| 7D | -6.2% | -5.2% | -1.0% | -3.7% |
| 30D | -1.5% | +2.2% | -3.7% | -2.6% |
| 3M | +23.0% | -8.1% | +31.0% | +27.5% |
| 6M | +27.6% | -11.2% | +38.8% | +33.8% |
| YTD | +32.3% | +2.0% | +30.3% | +29.1% |
| 1Y | +20.1% | +4.1% | +16.1% | +15.9% |
| 3Y | +0.6% | +64.7% | -64.1% | -24.4% |
| 5Y | -42.3% | +46.6% | -88.9% | -54.1% |
| All | +32.1% | +100.6% | -68.5% | -14.8% |
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