-39.8%
FIS vs SWK
+46.0%
-85.7%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.9% | -2.2% |
| 7D | -25.5% | +11.0% | -36.5% | -27.0% |
| 30D | -15.1% | +30.1% | -45.1% | -19.3% |
| 3M | -32.1% | +14.7% | -46.8% | -33.9% |
| 6M | -36.1% | +44.5% | -80.6% | -40.7% |
| YTD | -55.4% | +59.4% | -114.8% | -59.7% |
| 1Y | -53.9% | +77.5% | -131.4% | -59.5% |
| 3Y | -39.8% | +49.5% | -89.2% | -48.3% |
| All | -39.8% | +46.0% | -85.7% | -48.3% |
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