+32.1%
SWKS vs FTI
+184.4%
-152.3%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.1% | -1.9% | +0.4% |
| 7D | -6.2% | -7.6% | +1.5% | -4.1% |
| 30D | -1.5% | -7.1% | +5.6% | +0.2% |
| 3M | +23.0% | -8.7% | +31.7% | +25.6% |
| 6M | +27.6% | -14.0% | +41.6% | +31.8% |
| YTD | +32.3% | +42.8% | -10.5% | +18.7% |
| 1Y | +20.1% | +50.4% | -30.2% | +6.1% |
| 3Y | +0.6% | +194.1% | -193.5% | -26.8% |
| 5Y | -42.3% | +775.2% | -817.5% | -69.7% |
| All | +32.1% | +184.4% | -152.3% | -23.2% |
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