+127.8%
FITB vs SWK
+46.5%
+81.3%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.6% | +0.3% | -1.3% |
| 7D | -1.8% | +11.3% | -13.1% | -6.2% |
| 30D | +4.8% | +28.1% | -23.3% | -5.4% |
| 3M | -6.4% | +12.6% | -19.0% | -11.2% |
| 6M | +7.9% | +51.7% | -43.8% | -10.2% |
| YTD | +17.0% | +60.0% | -43.0% | -5.6% |
| 1Y | +29.9% | +72.7% | -42.7% | +1.3% |
| All | +127.8% | +46.5% | +81.3% | +71.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling