+54.6%
FTI vs SWK
+87.6%
-33.0%
-19.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +13.1% | -16.5% | -3.3% |
| 7D | -9.7% | +17.9% | -27.6% | -9.8% |
| 30D | -8.2% | +31.9% | -40.1% | -9.0% |
| 3M | -7.8% | +16.6% | -24.4% | -8.0% |
| 6M | -13.4% | +61.1% | -74.6% | -16.9% |
| YTD | +45.1% | +64.2% | -19.2% | +37.5% |
| 1Y | +54.6% | +85.2% | -30.6% | +44.0% |
| All | +54.6% | +87.6% | -33.0% | +44.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling