+32.1%
SWKS vs FITB
+247.4%
-215.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.6% |
| 7D | -6.2% | -1.5% | -4.6% | -5.6% |
| 30D | -1.5% | +5.8% | -7.3% | -4.2% |
| 3M | +23.0% | -6.1% | +29.1% | +26.5% |
| 6M | +27.6% | +5.9% | +21.7% | +23.7% |
| YTD | +32.3% | +16.1% | +16.2% | +22.4% |
| 1Y | +20.1% | +28.8% | -8.7% | +5.8% |
| 3Y | +0.6% | +126.0% | -125.4% | -31.4% |
| 5Y | -42.3% | +45.3% | -87.6% | -53.5% |
| All | +32.1% | +247.4% | -215.2% | -25.0% |
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