-35.6%
FIS vs SWK
+55.1%
-90.7%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +13.1% | -36.8% | -20.1% |
| 7D | -18.4% | +17.9% | -36.3% | -15.1% |
| 30D | -11.4% | +31.9% | -43.3% | -9.0% |
| 3M | -32.0% | +16.6% | -48.5% | -29.6% |
| 6M | -35.6% | +61.1% | -96.7% | -32.0% |
| All | -35.6% | +55.1% | -90.7% | -32.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling