+20.1%
SWKS vs FTI
+49.9%
-29.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.1% | -1.9% | +0.6% |
| 7D | -6.2% | -7.6% | +1.5% | -4.9% |
| 30D | -1.5% | -7.1% | +5.6% | -0.5% |
| 3M | +23.0% | -8.7% | +31.7% | +25.2% |
| 6M | +27.6% | -14.0% | +41.6% | +30.2% |
| YTD | +32.3% | +42.8% | -10.5% | +16.4% |
| 1Y | +20.1% | +50.4% | -30.2% | +2.4% |
| All | +20.1% | +49.9% | -29.8% | +2.4% |
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