-53.0%
SWKS vs ENB
+69.5%
-122.5%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.6% |
| 6M | +32.7% | -5.1% | +37.7% | +35.3% |
| YTD | +19.2% | +9.0% | +10.2% | +12.6% |
| 1Y | +2.4% | +8.2% | -5.8% | -3.0% |
| 3Y | -25.6% | +67.8% | -93.4% | -46.5% |
| All | -53.0% | +69.5% | -122.5% | -65.1% |
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 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