-36.5%
SWKS vs ENB
+58.6%
-95.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.3% |
| 7D | +9.4% | +3.1% | +6.3% | +7.9% |
| 30D | +17.0% | +2.1% | +14.9% | +15.8% |
| 3M | +28.9% | -4.4% | +33.4% | +31.2% |
| 6M | +33.1% | -10.1% | +43.2% | +38.9% |
| YTD | +44.8% | +5.2% | +39.6% | +38.3% |
| 1Y | +36.2% | +4.2% | +32.0% | +30.6% |
| 3Y | +11.5% | +70.1% | -58.6% | -22.7% |
| All | -36.5% | +58.6% | -95.2% | -49.3% |
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 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