-52.4%
FIS vs SWK
+18.1%
-70.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.2% | +3.9% | +4.1% |
| 7D | +2.8% | -1.4% | +4.2% | +3.3% |
| 30D | -16.7% | +25.5% | -42.2% | -24.0% |
| 3M | -32.3% | +11.8% | -44.1% | -35.8% |
| 6M | -29.1% | +48.7% | -77.8% | -39.4% |
| YTD | -54.1% | +57.2% | -111.3% | -62.1% |
| 1Y | -53.7% | +75.3% | -129.0% | -63.3% |
| 3Y | -38.8% | +51.9% | -90.8% | -51.6% |
| 5Y | -71.1% | -30.7% | -40.4% | -69.7% |
| All | -52.4% | +18.1% | -70.5% | -64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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