-24.5%
SWK vs FTV
+16.4%
-40.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.6% | +0.2% | +0.6% |
| 7D | +10.7% | +0.4% | +10.3% | +10.5% |
| 30D | +33.3% | +17.2% | +16.2% | +17.2% |
| 3M | +14.7% | +8.9% | +5.8% | +6.8% |
| 6M | +48.5% | +11.3% | +37.2% | +35.2% |
| YTD | +63.9% | +21.9% | +42.0% | +36.5% |
| 1Y | +80.4% | +31.6% | +48.9% | +40.7% |
| 3Y | +58.1% | +38.1% | +20.1% | +17.9% |
| 5Y | -24.5% | +15.7% | -40.2% | -33.6% |
| All | -24.5% | +16.4% | -40.9% | -33.6% |
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