+25.9%
SWKS vs ENB
+116.8%
-90.9%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.9% | +4.4% | +3.9% |
| 7D | +12.5% | -0.2% | +12.7% | +12.6% |
| 30D | +10.5% | -2.2% | +12.7% | +11.6% |
| 3M | -7.4% | -10.5% | +3.1% | -2.7% |
| 6M | +32.7% | -5.1% | +37.7% | +35.4% |
| YTD | +19.2% | +9.0% | +10.2% | +13.1% |
| 1Y | +2.4% | +8.2% | -5.8% | -2.6% |
| 3Y | -25.6% | +67.8% | -93.4% | -44.3% |
| 5Y | -53.4% | +69.4% | -122.8% | -65.4% |
| All | +25.9% | +116.8% | -90.9% | -20.5% |
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