+50.0%
SWK vs FTV
+33.3%
+16.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.3% | +1.7% | +1.0% |
| 7D | +11.3% | -0.6% | +11.9% | +12.0% |
| 30D | +28.1% | +13.0% | +15.1% | +15.9% |
| 3M | +12.6% | +6.8% | +5.8% | +6.7% |
| 6M | +51.7% | +8.0% | +43.7% | +41.4% |
| YTD | +60.0% | +18.9% | +41.1% | +35.3% |
| 1Y | +72.7% | +30.8% | +41.9% | +33.5% |
| All | +50.0% | +33.3% | +16.7% | +4.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling