+2,896.1%
FITB vs SWK
+1,275.2%
+1,620.9%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.7% |
| 7D | +0.6% | -0.4% | +1.1% | +0.9% |
| 30D | -4.7% | -5.7% | +1.0% | -1.6% |
| 3M | +6.7% | +24.1% | -17.4% | -6.8% |
| 6M | +12.6% | +24.7% | -12.2% | -2.7% |
| YTD | +19.1% | +33.9% | -14.8% | -1.7% |
| 1Y | +22.6% | +34.7% | -12.0% | -0.1% |
| 3Y | +127.1% | +15.3% | +111.8% | +91.0% |
| 5Y | +71.8% | -39.3% | +111.1% | +100.3% |
| 10Y | +287.2% | +2.5% | +284.7% | +222.7% |
| All | +2,896.1% | +1,275.2% | +1,620.9% | +737.3% |
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