+1,750.9%
FTI vs SWK
+473.6%
+1,277.3%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.7% |
| 7D | +1.4% | -2.3% | +3.7% | +2.6% |
| 30D | -6.3% | +30.4% | -36.7% | -19.5% |
| 3M | -13.1% | +12.1% | -25.3% | -19.5% |
| 6M | -8.0% | +49.1% | -57.0% | -28.0% |
| YTD | +47.1% | +60.4% | -13.4% | +8.5% |
| 1Y | +50.7% | +78.3% | -27.6% | +4.5% |
| 3Y | +209.0% | +53.3% | +155.6% | +114.0% |
| 5Y | +847.0% | -27.0% | +873.9% | +834.6% |
| 10Y | +184.3% | +20.8% | +163.5% | +100.2% |
| All | +1,750.9% | +473.6% | +1,277.3% | +421.6% |
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