-37.7%
SWKS vs FITB
+48.8%
-86.5%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +0.4% | +5.6% | +5.8% |
| 7D | +5.7% | -0.6% | +6.3% | +6.0% |
| 30D | +17.3% | +7.0% | +10.3% | +13.0% |
| 3M | +28.3% | -4.8% | +33.0% | +31.5% |
| 6M | +26.1% | +13.5% | +12.5% | +17.2% |
| YTD | +41.1% | +19.1% | +22.0% | +27.0% |
| 1Y | +31.4% | +30.8% | +0.7% | +12.3% |
| 3Y | +7.3% | +141.6% | -134.3% | -33.4% |
| 5Y | -37.7% | +48.3% | -86.0% | -50.5% |
| All | -37.7% | +48.8% | -86.5% | -50.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling