+8,794.6%
SWKS vs FITB
+2,803.0%
+5,991.6%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.3% | -1.4% |
| 7D | -9.2% | -1.8% | -7.4% | -8.7% |
| 30D | -1.9% | +4.8% | -6.7% | -3.3% |
| 3M | +21.2% | -6.4% | +27.7% | +23.6% |
| 6M | +12.9% | +7.9% | +5.0% | +10.1% |
| YTD | +30.7% | +17.0% | +13.7% | +24.4% |
| 1Y | +14.1% | +29.9% | -15.8% | +5.3% |
| 3Y | -1.7% | +124.8% | -126.5% | -22.6% |
| 5Y | -43.0% | +46.4% | -89.4% | -50.0% |
| 10Y | +34.3% | +258.1% | -223.8% | -12.4% |
| All | +8,794.6% | +2,803.0% | +5,991.6% | +3,527.3% |
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