+32.4%
SWKS vs FIS
-54.6%
+87.0%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.1% | +1.4% |
| 7D | -2.7% | -29.4% | +26.7% | +11.5% |
| 30D | +8.5% | -16.7% | +25.2% | +14.8% |
| 3M | +17.3% | -33.0% | +50.3% | +36.4% |
| 6M | +25.1% | -33.3% | +58.4% | +43.6% |
| YTD | +33.3% | -56.0% | +89.3% | +87.2% |
| 1Y | +22.9% | -54.6% | +77.5% | +69.6% |
| 3Y | +5.5% | -40.6% | +46.2% | +22.4% |
| 5Y | -41.9% | -71.9% | +30.0% | -2.2% |
| 10Y | +32.4% | -55.3% | +87.8% | +62.9% |
| All | +32.4% | -54.6% | +87.0% | +62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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