+22.2%
SWK vs FTV
+109.2%
-87.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | -1.4% | +3.9% | -5.3% | -4.7% |
| 30D | +25.5% | +18.7% | +6.8% | +8.1% |
| 3M | +11.8% | +10.0% | +1.8% | +2.7% |
| 6M | +48.7% | +14.6% | +34.1% | +31.0% |
| YTD | +57.2% | +23.4% | +33.8% | +28.0% |
| 1Y | +75.3% | +31.3% | +44.0% | +35.2% |
| 3Y | +51.9% | +39.8% | +12.1% | +10.2% |
| 5Y | -30.7% | +17.7% | -48.4% | -42.1% |
| All | +22.2% | +109.2% | -87.1% | -33.1% |
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