-24.6%
SWK vs FTV
+12.7%
-37.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +6.6% |
| 6M | +51.7% | +8.0% | +43.7% | +41.5% |
| YTD | +60.0% | +18.9% | +41.1% | +36.0% |
| 1Y | +72.7% | +30.8% | +41.9% | +35.1% |
| 3Y | +46.3% | +33.4% | +12.9% | +12.2% |
| 5Y | -24.6% | +12.7% | -37.3% | -32.3% |
| All | -24.6% | +12.7% | -37.3% | -32.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling