+14.4%
SWK vs FTV
+90.8%
-76.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.3% |
| 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% | +27.6% |
| 1Y | +34.7% | +20.3% | +14.3% | +12.3% |
| 3Y | +15.3% | -3.1% | +18.4% | +15.6% |
| 5Y | -39.3% | +2.3% | -41.6% | -42.6% |
| 10Y | +2.5% | +76.3% | -73.8% | -31.7% |
| All | +14.4% | +90.8% | -76.3% | -23.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling