+211.7%
FTI vs SWK
+53.9%
+157.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.8% | -2.1% | +0.2% |
| 7D | -4.3% | +10.7% | -15.0% | -6.4% |
| 30D | -8.0% | +33.3% | -41.4% | -13.8% |
| 3M | -8.0% | +14.7% | -22.7% | -10.9% |
| 6M | -8.7% | +48.5% | -57.2% | -17.5% |
| YTD | +43.9% | +63.9% | -20.0% | +25.6% |
| 1Y | +49.8% | +80.4% | -30.6% | +27.0% |
| 3Y | +211.7% | +58.1% | +153.6% | +159.9% |
| All | +211.7% | +53.9% | +157.8% | +159.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling