+2.4%
SWKS vs FTI
+108.8%
-106.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.3% | +3.8% | +3.6% |
| 7D | +12.5% | +5.3% | +7.2% | +11.6% |
| 30D | +10.5% | +15.3% | -4.8% | +8.0% |
| 3M | -7.4% | +15.8% | -23.2% | -10.1% |
| 6M | +32.7% | +22.6% | +10.1% | +25.5% |
| YTD | +19.2% | +79.5% | -60.4% | +1.8% |
| 1Y | +2.4% | +102.0% | -99.6% | -17.6% |
| All | +2.4% | +108.8% | -106.4% | -17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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