+33.8%
SWKS vs FITB
+29.2%
+4.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.9% | +3.6% | +3.1% |
| 7D | +10.9% | +0.8% | +10.0% | +10.4% |
| 30D | +17.6% | +7.3% | +10.3% | +13.8% |
| 3M | +29.2% | -6.3% | +35.5% | +32.4% |
| 6M | +37.0% | +12.6% | +24.4% | +29.5% |
| YTD | +44.9% | +18.0% | +27.0% | +30.2% |
| 1Y | +33.8% | +28.9% | +4.9% | +13.7% |
| All | +33.8% | +29.2% | +4.6% | +13.7% |
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