+180.2%
FTI vs SWK
+32.9%
+147.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.8% | -2.1% | -0.5% |
| 7D | -4.3% | +10.7% | -15.0% | -9.2% |
| 30D | -8.0% | +33.3% | -41.4% | -20.2% |
| 3M | -8.0% | +14.7% | -22.7% | -14.7% |
| 6M | -8.7% | +48.5% | -57.2% | -26.0% |
| YTD | +43.9% | +63.9% | -20.0% | +9.3% |
| 1Y | +49.8% | +80.4% | -30.6% | +8.1% |
| 3Y | +211.7% | +58.1% | +153.6% | +121.7% |
| 5Y | +781.6% | -24.5% | +806.0% | +825.6% |
| 10Y | +180.2% | +29.5% | +150.7% | +112.4% |
| All | +180.2% | +32.9% | +147.3% | +112.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling