+3.3%
SWK vs FTV
+75.9%
-72.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.7% |
| 7D | -0.4% | -4.5% | +4.0% | +3.5% |
| 30D | -5.7% | -7.1% | +1.3% | +0.4% |
| 3M | +24.1% | -7.2% | +31.2% | +31.5% |
| 6M | +24.7% | -1.5% | +26.2% | +25.1% |
| YTD | +33.9% | +3.5% | +30.5% | +27.4% |
| 1Y | +34.7% | +20.3% | +14.3% | +11.9% |
| 3Y | +15.3% | -3.1% | +18.4% | +15.5% |
| 5Y | -39.3% | +2.3% | -41.6% | -42.7% |
| All | +3.3% | +75.9% | -72.7% | -32.7% |
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