+0.6%
SWKS vs FITB
+123.2%
-122.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.7% |
| 7D | -6.2% | -1.5% | -4.6% | -5.4% |
| 30D | -1.5% | +5.8% | -7.3% | -4.9% |
| 3M | +23.0% | -6.1% | +29.1% | +27.4% |
| 6M | +27.6% | +5.9% | +21.7% | +22.4% |
| YTD | +32.3% | +16.1% | +16.2% | +18.9% |
| 1Y | +20.1% | +28.8% | -8.7% | +0.7% |
| 3Y | +0.6% | +126.0% | -125.4% | -37.3% |
| All | +0.6% | +123.2% | -122.6% | -37.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling