-40.6%
SWKS vs ENB
+52.8%
-93.3%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.5% |
| 7D | -3.1% | -2.4% | -0.7% | -2.1% |
| 30D | +8.3% | +2.5% | +5.8% | +7.0% |
| 3M | +20.2% | -5.8% | +26.0% | +23.1% |
| 6M | +24.9% | -8.5% | +33.4% | +28.9% |
| YTD | +33.2% | +3.9% | +29.3% | +28.0% |
| 1Y | +23.6% | +3.7% | +19.9% | +18.8% |
| 3Y | +1.3% | +70.1% | -68.8% | -29.7% |
| 5Y | -40.6% | +53.2% | -93.8% | -51.4% |
| All | -40.6% | +52.8% | -93.3% | -51.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling