+194.1%
FTI vs SWK
+46.0%
+148.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.5% | +3.2% |
| 7D | -7.6% | +11.0% | -18.7% | -9.8% |
| 30D | -7.1% | +30.1% | -37.2% | -12.6% |
| 3M | -8.7% | +14.7% | -23.4% | -11.7% |
| 6M | -14.0% | +44.5% | -58.5% | -21.9% |
| YTD | +42.8% | +59.4% | -16.5% | +25.3% |
| 1Y | +50.4% | +77.5% | -27.2% | +27.6% |
| 3Y | +194.1% | +49.5% | +144.7% | +143.1% |
| All | +194.1% | +46.0% | +148.1% | +143.1% |
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