+37.8%
SWKS vs FIS
-55.2%
+93.1%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -3.1% | -27.4% | +24.2% | +9.6% |
| 30D | +8.3% | -16.8% | +25.2% | +14.6% |
| 3M | +20.2% | -32.6% | +52.9% | +39.5% |
| 6M | +24.9% | -33.4% | +58.3% | +43.5% |
| YTD | +33.2% | -56.0% | +89.2% | +87.0% |
| 1Y | +23.6% | -55.1% | +78.7% | +71.6% |
| 3Y | +1.3% | -41.4% | +42.7% | +18.3% |
| 5Y | -40.6% | -72.7% | +32.1% | +1.9% |
| All | +37.8% | -55.2% | +93.1% | +69.4% |
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