+48.9%
FITB vs SWK
-23.3%
+72.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.8% | -0.3% | +1.3% |
| 7D | -1.1% | +10.7% | -11.8% | -5.7% |
| 30D | +7.3% | +33.3% | -26.0% | -5.7% |
| 3M | -4.0% | +14.7% | -18.7% | -10.1% |
| 6M | +11.9% | +48.5% | -36.6% | -7.3% |
| YTD | +19.0% | +63.9% | -44.9% | -6.6% |
| 1Y | +31.0% | +80.4% | -49.4% | -1.7% |
| 3Y | +143.8% | +58.1% | +85.7% | +85.4% |
| 5Y | +48.9% | -24.5% | +73.4% | +57.5% |
| All | +48.9% | -23.3% | +72.1% | +57.5% |
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