+838.8%
FTI vs SWK
-25.5%
+864.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.2% |
| 7D | -3.3% | +11.3% | -14.6% | -5.7% |
| 30D | -7.2% | +31.5% | -38.7% | -13.0% |
| 3M | -12.9% | +14.4% | -27.3% | -15.8% |
| 6M | -7.9% | +46.4% | -54.3% | -16.6% |
| YTD | +45.2% | +61.6% | -16.4% | +27.3% |
| 1Y | +48.1% | +78.7% | -30.7% | +26.3% |
| 3Y | +205.0% | +54.4% | +150.6% | +158.7% |
| 5Y | +838.8% | -25.3% | +864.1% | +876.5% |
| All | +838.8% | -25.5% | +864.3% | +876.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling