+312.1%
FTI vs SWK
+2.4%
+309.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.7% |
| 7D | +5.3% | -0.4% | +5.7% | +5.4% |
| 30D | +15.3% | -5.7% | +21.1% | +18.3% |
| 3M | +15.8% | +24.1% | -8.3% | +3.0% |
| 6M | +22.6% | +24.7% | -2.1% | +7.6% |
| YTD | +79.5% | +33.9% | +45.6% | +51.2% |
| 1Y | +102.0% | +34.7% | +67.3% | +67.7% |
| 3Y | +315.8% | +15.3% | +300.5% | +247.5% |
| 5Y | +1,129.5% | -39.3% | +1,168.8% | +1,338.2% |
| All | +312.1% | +2.4% | +309.7% | +242.7% |
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 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