+1,643.4%
FTI vs SWK
+471.9%
+1,171.5%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.6% | -1.9% | -3.2% |
| 7D | -8.0% | +11.3% | -19.3% | -13.8% |
| 30D | -11.9% | +28.1% | -40.0% | -23.6% |
| 3M | -11.0% | +12.6% | -23.6% | -17.8% |
| 6M | -17.8% | +51.7% | -69.5% | -36.3% |
| YTD | +38.5% | +60.0% | -21.5% | +2.4% |
| 1Y | +45.9% | +72.7% | -26.7% | +3.0% |
| 3Y | +181.8% | +46.3% | +135.5% | +100.6% |
| 5Y | +748.6% | -24.6% | +773.2% | +721.0% |
| 10Y | +180.4% | +32.2% | +148.2% | +87.3% |
| All | +1,643.4% | +471.9% | +1,171.5% | +392.3% |
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