+27.6%
SWKS vs FTV
+79.5%
-52.0%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.5% | +4.2% |
| 7D | +12.5% | -4.5% | +17.0% | +16.2% |
| 30D | +10.5% | -7.1% | +17.6% | +16.4% |
| 3M | -7.4% | -7.2% | -0.2% | -2.8% |
| 6M | +32.7% | -1.5% | +34.2% | +32.3% |
| YTD | +19.2% | +3.5% | +15.7% | +13.5% |
| 1Y | +2.4% | +20.3% | -18.0% | -13.4% |
| 3Y | -25.6% | -3.1% | -22.5% | -26.3% |
| 5Y | -53.4% | +2.3% | -55.8% | -56.1% |
| All | +27.6% | +79.5% | -52.0% | -10.9% |
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