+44.7%
FITB vs SWK
-25.5%
+70.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.6% |
| 7D | -1.5% | +11.0% | -12.6% | -6.3% |
| 30D | +5.8% | +30.1% | -24.2% | -6.0% |
| 3M | -6.1% | +14.7% | -20.8% | -12.1% |
| 6M | +5.9% | +44.5% | -38.6% | -11.2% |
| YTD | +16.1% | +59.4% | -43.3% | -7.7% |
| 1Y | +28.8% | +77.5% | -48.7% | -2.6% |
| 3Y | +126.0% | +49.5% | +76.6% | +76.4% |
| All | +44.7% | -25.5% | +70.2% | +52.8% |
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