+184.1%
FTI vs SWK
+18.1%
+166.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +1.8% | +2.0% |
| 7D | +4.3% | -1.4% | +5.7% | +4.9% |
| 30D | -4.7% | +25.5% | -30.1% | -15.0% |
| 3M | -13.5% | +11.8% | -25.3% | -18.9% |
| 6M | -8.7% | +48.7% | -57.4% | -26.2% |
| YTD | +49.0% | +57.2% | -8.2% | +15.2% |
| 1Y | +54.0% | +75.3% | -21.2% | +12.4% |
| 3Y | +211.6% | +51.9% | +159.7% | +125.4% |
| 5Y | +881.9% | -30.7% | +912.6% | +986.3% |
| All | +184.1% | +18.1% | +166.0% | +116.9% |
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