+313.0%
SWKS vs FIS
+374.5%
-61.5%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.9% | +4.4% | +4.0% |
| 7D | +12.5% | +1.1% | +11.4% | +11.9% |
| 30D | +10.5% | -2.2% | +12.7% | +11.5% |
| 3M | -7.4% | +2.1% | -9.5% | -9.8% |
| 6M | +32.7% | -14.7% | +47.3% | +40.3% |
| YTD | +19.2% | -35.7% | +54.9% | +46.5% |
| 1Y | +2.4% | -37.1% | +39.4% | +26.6% |
| 3Y | -25.6% | -20.0% | -5.6% | -21.6% |
| 5Y | -53.4% | -62.1% | +8.7% | -30.5% |
| 10Y | +23.2% | -37.4% | +60.5% | +35.8% |
| All | +313.0% | +374.5% | -61.5% | +63.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling