-53.0%
SWKS vs FTI
+1,129.5%
-1,182.5%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.3% | +3.8% | +3.6% |
| 7D | +12.5% | +5.3% | +7.2% | +11.0% |
| 30D | +10.5% | +15.3% | -4.8% | +6.2% |
| 3M | -7.4% | +15.8% | -23.2% | -11.4% |
| 6M | +32.7% | +22.6% | +10.1% | +24.3% |
| YTD | +19.2% | +79.5% | -60.4% | +0.2% |
| 1Y | +2.4% | +102.0% | -99.6% | -16.9% |
| 3Y | -25.6% | +315.8% | -341.4% | -50.4% |
| All | -53.0% | +1,129.5% | -1,182.5% | -76.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling