+32.4%
SWKS vs FTI
+185.2%
-152.8%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.6% |
| 7D | -2.7% | -4.3% | +1.6% | -1.6% |
| 30D | +8.5% | -8.0% | +16.5% | +10.7% |
| 3M | +17.3% | -8.0% | +25.3% | +19.6% |
| 6M | +25.1% | -8.7% | +33.8% | +27.2% |
| YTD | +33.3% | +43.9% | -10.5% | +19.3% |
| 1Y | +22.9% | +49.8% | -26.9% | +8.7% |
| 3Y | +5.5% | +211.7% | -206.2% | -24.3% |
| 5Y | -41.9% | +781.6% | -823.5% | -69.5% |
| 10Y | +32.4% | +180.2% | -147.7% | -22.7% |
| All | +32.4% | +185.2% | -152.8% | -22.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling