+2.4%
SWKS vs FITB
+23.7%
-21.3%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.7% | +3.6% |
| 7D | +12.5% | +0.6% | +11.9% | +12.2% |
| 30D | +10.5% | -4.7% | +15.2% | +12.3% |
| 3M | -7.4% | +6.7% | -14.1% | -9.8% |
| 6M | +32.7% | +12.6% | +20.1% | +26.0% |
| YTD | +19.2% | +19.1% | 0.0% | +10.6% |
| 1Y | +2.4% | +22.6% | -20.3% | -11.7% |
| All | +2.4% | +23.7% | -21.3% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 1y: compounded portfolio wealth divided by compounded FITB 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…
1y analysis · Full analysis span regression · 6 months rolling