-70.4%
FIS vs SWK
-25.4%
-45.0%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.3% | -0.7% |
| 7D | -21.2% | +11.3% | -32.4% | -23.8% |
| 30D | -12.1% | +28.1% | -40.2% | -18.1% |
| 3M | -30.6% | +12.6% | -43.2% | -33.2% |
| 6M | -35.5% | +51.7% | -87.2% | -43.0% |
| YTD | -54.4% | +60.0% | -114.3% | -60.6% |
| 1Y | -52.9% | +72.7% | -125.5% | -60.3% |
| 3Y | -38.7% | +46.3% | -85.0% | -48.0% |
| 5Y | -70.4% | -24.6% | -45.8% | -70.8% |
| All | -70.4% | -25.4% | -45.0% | -70.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling