+205.9%
FITB vs SWK
+20.6%
+185.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.8% |
| 7D | -0.6% | -2.3% | +1.7% | +0.7% |
| 30D | +7.0% | +30.4% | -23.4% | -8.6% |
| 3M | -4.8% | +12.1% | -16.9% | -11.7% |
| 6M | +13.5% | +49.1% | -35.5% | -11.6% |
| YTD | +19.1% | +60.4% | -41.4% | -12.5% |
| 1Y | +30.8% | +78.3% | -47.6% | -10.0% |
| 3Y | +141.6% | +53.3% | +88.3% | +69.7% |
| 5Y | +48.3% | -27.0% | +75.2% | +62.7% |
| All | +205.9% | +20.6% | +185.4% | +123.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling