+102.0%
FTI vs SWK
+37.3%
+64.7%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.4% |
| 7D | +5.3% | -0.4% | +5.7% | +5.3% |
| 30D | +15.3% | -5.7% | +21.1% | +15.8% |
| 3M | +15.8% | +24.1% | -8.3% | +12.5% |
| 6M | +22.6% | +24.7% | -2.1% | +19.0% |
| YTD | +79.5% | +33.9% | +45.6% | +71.4% |
| 1Y | +102.0% | +34.7% | +67.3% | +88.5% |
| All | +102.0% | +37.3% | +64.7% | +88.5% |
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 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