+28.7%
SWK vs FTV
+109.5%
-80.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.3% |
| 7D | +11.0% | +0.2% | +10.8% | +11.0% |
| 30D | +30.1% | +15.7% | +14.4% | +14.6% |
| 3M | +14.7% | +7.5% | +7.1% | +7.5% |
| 6M | +44.5% | +8.5% | +36.0% | +33.6% |
| YTD | +59.4% | +18.8% | +40.6% | +34.3% |
| 1Y | +77.5% | +28.5% | +49.0% | +39.5% |
| 3Y | +49.5% | +34.0% | +15.5% | +12.6% |
| 5Y | -24.9% | +12.6% | -37.5% | -34.7% |
| All | +28.7% | +109.5% | -80.8% | -28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 10y: compounded portfolio wealth divided by compounded FTV 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…
10y analysis · Full analysis span regression · 6 months rolling