+2,159.9%
FTI vs SWK
+378.8%
+1,781.1%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.8% |
| 7D | +5.3% | -0.4% | +5.7% | +5.5% |
| 30D | +15.3% | -5.7% | +21.1% | +18.7% |
| 3M | +15.8% | +24.1% | -8.3% | +1.4% |
| 6M | +22.6% | +24.7% | -2.1% | +5.6% |
| YTD | +79.5% | +33.9% | +45.6% | +47.8% |
| 1Y | +102.0% | +34.7% | +67.3% | +63.6% |
| 3Y | +315.8% | +15.3% | +300.5% | +239.1% |
| 5Y | +1,129.5% | -39.3% | +1,168.8% | +1,250.5% |
| 10Y | +320.9% | +2.5% | +318.5% | +227.4% |
| All | +2,159.9% | +378.8% | +1,781.1% | +610.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling