+35.3%
SWKS vs FTI
+178.7%
-143.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.4% |
| 7D | -3.1% | -3.3% | +0.1% | -2.3% |
| 30D | +8.3% | -7.2% | +15.5% | +10.3% |
| 3M | +20.2% | -12.9% | +33.1% | +24.5% |
| 6M | +24.9% | -7.9% | +32.8% | +26.7% |
| YTD | +33.2% | +45.2% | -12.0% | +18.9% |
| 1Y | +23.6% | +48.1% | -24.5% | +9.6% |
| 3Y | +1.3% | +205.0% | -203.7% | -27.1% |
| 5Y | -40.6% | +838.8% | -879.4% | -69.4% |
| 10Y | +35.3% | +174.8% | -139.5% | -20.8% |
| All | +35.3% | +178.7% | -143.4% | -20.8% |
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