+2,842.8%
FITB vs SWK
+1,542.3%
+1,300.5%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.6% | +0.3% | -0.9% |
| 7D | -1.8% | +11.3% | -13.1% | -8.1% |
| 30D | +4.8% | +28.1% | -23.3% | -9.5% |
| 3M | -6.4% | +12.6% | -19.0% | -13.4% |
| 6M | +7.9% | +51.7% | -43.8% | -16.7% |
| YTD | +17.0% | +60.0% | -43.0% | -13.5% |
| 1Y | +29.9% | +72.7% | -42.7% | -8.3% |
| 3Y | +124.8% | +46.3% | +78.5% | +64.1% |
| 5Y | +46.4% | -24.6% | +71.0% | +49.8% |
| 10Y | +258.1% | +32.2% | +225.9% | +156.4% |
| All | +2,842.8% | +1,542.3% | +1,300.5% | +636.7% |
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