-55.0%
FIS vs SWK
+79.5%
-134.6%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.8% | -4.2% | -1.1% |
| 7D | -29.4% | +10.7% | -40.1% | -28.3% |
| 30D | -16.7% | +33.3% | -50.1% | -17.3% |
| 3M | -33.0% | +14.7% | -47.6% | -32.5% |
| 6M | -33.3% | +48.5% | -81.8% | -34.5% |
| YTD | -56.0% | +63.9% | -119.9% | -57.3% |
| All | -55.0% | +79.5% | -134.6% | -58.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling