+376.5%
FIS vs SWK
+365.2%
+11.3%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.3% |
| 7D | +1.1% | -0.4% | +1.5% | +1.3% |
| 30D | -2.2% | -5.7% | +3.5% | 0.0% |
| 3M | +2.1% | +24.1% | -21.9% | -7.0% |
| 6M | -14.7% | +24.7% | -39.4% | -23.5% |
| YTD | -35.7% | +33.9% | -69.6% | -44.2% |
| 1Y | -37.1% | +34.7% | -71.7% | -45.9% |
| 3Y | -20.0% | +15.3% | -35.3% | -30.7% |
| 5Y | -62.1% | -39.3% | -22.8% | -58.6% |
| 10Y | -37.4% | +2.5% | -39.9% | -50.3% |
| All | +376.5% | +365.2% | +11.3% | +66.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling