+20.1%
SWKS vs ENB
+5.2%
+14.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.5% | +3.7% | +1.1% |
| 7D | -6.2% | -5.2% | -1.0% | -6.3% |
| 30D | -1.5% | +2.2% | -3.7% | -1.2% |
| 3M | +23.0% | -8.1% | +31.0% | +23.0% |
| 6M | +27.6% | -11.2% | +38.8% | +27.1% |
| YTD | +32.3% | +2.0% | +30.3% | +31.8% |
| 1Y | +20.1% | +4.1% | +16.1% | +20.1% |
| All | +20.1% | +5.2% | +14.9% | +20.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling