-55.3%
FIS vs SWK
+32.9%
-88.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.8% | -4.2% | -2.2% |
| 7D | -29.4% | +10.7% | -40.1% | -32.7% |
| 30D | -16.7% | +33.3% | -50.1% | -25.5% |
| 3M | -33.0% | +14.7% | -47.6% | -36.9% |
| 6M | -33.3% | +48.5% | -81.8% | -43.0% |
| YTD | -56.0% | +63.9% | -119.9% | -64.1% |
| 1Y | -54.6% | +80.4% | -135.0% | -64.3% |
| 3Y | -40.6% | +58.1% | -98.8% | -53.6% |
| 5Y | -71.9% | -24.5% | -47.4% | -71.6% |
| 10Y | -55.3% | +29.5% | -84.8% | -66.5% |
| All | -55.3% | +32.9% | -88.2% | -66.5% |
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