+8,902.0%
SWKS vs FITB
+2,780.8%
+6,121.2%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.4% |
| 7D | -6.2% | -1.5% | -4.6% | -5.8% |
| 30D | -1.5% | +5.8% | -7.3% | -3.2% |
| 3M | +23.0% | -6.1% | +29.1% | +25.2% |
| 6M | +27.6% | +5.9% | +21.7% | +25.2% |
| YTD | +32.3% | +16.1% | +16.2% | +26.1% |
| 1Y | +20.1% | +28.8% | -8.7% | +11.0% |
| 3Y | +0.6% | +126.0% | -125.4% | -20.9% |
| 5Y | -42.3% | +45.3% | -87.6% | -49.3% |
| 10Y | +35.9% | +255.4% | -219.4% | -11.2% |
| All | +8,902.0% | +2,780.8% | +6,121.2% | +3,579.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling