-38.4%
FIS vs SWK
+46.5%
-84.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.3% | -0.9% |
| 7D | -21.2% | +11.3% | -32.4% | -22.8% |
| 30D | -12.1% | +28.1% | -40.2% | -16.2% |
| 3M | -30.6% | +12.6% | -43.2% | -32.2% |
| 6M | -35.5% | +51.7% | -87.2% | -40.8% |
| YTD | -54.4% | +60.0% | -114.3% | -58.8% |
| 1Y | -52.9% | +72.7% | -125.5% | -58.3% |
| All | -38.4% | +46.5% | -84.9% | -47.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling