+32.4%
SWKS vs FITB
+247.7%
-215.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.5% | -1.7% | -0.4% |
| 7D | -2.7% | -1.1% | -1.6% | -2.3% |
| 30D | +8.5% | +7.3% | +1.1% | +4.9% |
| 3M | +17.3% | -4.0% | +21.3% | +19.4% |
| 6M | +25.1% | +11.9% | +13.2% | +18.3% |
| YTD | +33.3% | +19.0% | +14.4% | +22.0% |
| 1Y | +22.9% | +31.0% | -8.1% | +7.4% |
| 3Y | +5.5% | +143.8% | -138.2% | -30.6% |
| 5Y | -41.9% | +48.9% | -90.8% | -53.8% |
| 10Y | +32.4% | +236.6% | -204.2% | -25.4% |
| All | +32.4% | +247.7% | -215.2% | -25.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling