+182.9%
FTI vs SWK
+29.6%
+153.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.5% | +3.3% |
| 7D | -7.6% | +11.0% | -18.7% | -12.5% |
| 30D | -7.1% | +30.1% | -37.2% | -18.5% |
| 3M | -8.7% | +14.7% | -23.4% | -15.4% |
| 6M | -14.0% | +44.5% | -58.5% | -29.5% |
| YTD | +42.8% | +59.4% | -16.5% | +9.8% |
| 1Y | +50.4% | +77.5% | -27.2% | +9.2% |
| 3Y | +194.1% | +49.5% | +144.7% | +115.2% |
| 5Y | +775.2% | -24.9% | +800.1% | +815.2% |
| All | +182.9% | +29.6% | +153.3% | +114.9% |
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