+35.3%
SWKS vs FTV
+107.5%
-72.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.1% | -0.8% |
| 7D | -3.1% | +1.4% | -4.5% | -4.3% |
| 30D | +8.3% | +18.3% | -10.0% | -4.6% |
| 3M | +20.2% | +9.8% | +10.4% | +11.4% |
| 6M | +24.9% | +12.3% | +12.6% | +13.3% |
| YTD | +33.2% | +23.1% | +10.1% | +11.0% |
| 1Y | +23.6% | +32.5% | -9.0% | -2.8% |
| 3Y | +1.3% | +38.3% | -37.1% | -23.1% |
| 5Y | -40.6% | +16.8% | -57.4% | -49.5% |
| 10Y | +35.3% | +106.6% | -71.3% | -26.3% |
| All | +35.3% | +107.5% | -72.2% | -26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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