-62.2%
FIS vs SWK
-38.7%
-23.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.2% |
| 7D | +1.1% | -0.4% | +1.5% | +1.2% |
| 30D | -2.2% | -5.7% | +3.5% | -0.7% |
| 3M | +2.1% | +24.1% | -21.9% | -4.0% |
| 6M | -14.7% | +24.7% | -39.4% | -20.5% |
| YTD | -35.7% | +33.9% | -69.6% | -41.5% |
| 1Y | -37.1% | +34.7% | -71.7% | -43.1% |
| 3Y | -20.0% | +15.3% | -35.3% | -27.0% |
| All | -62.2% | -38.7% | -23.5% | -60.4% |
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