+32.4%
SWKS vs FTV
+113.3%
-80.9%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.9% | -1.2% |
| 7D | -2.7% | +0.4% | -3.1% | -3.2% |
| 30D | +8.5% | +17.2% | -8.7% | -3.8% |
| 3M | +17.3% | +8.9% | +8.4% | +9.4% |
| 6M | +25.1% | +11.3% | +13.8% | +14.3% |
| YTD | +33.3% | +21.9% | +11.4% | +11.9% |
| 1Y | +22.9% | +31.6% | -8.7% | -2.8% |
| 3Y | +5.5% | +38.1% | -32.5% | -19.7% |
| 5Y | -41.9% | +15.7% | -57.6% | -50.3% |
| 10Y | +32.4% | +107.5% | -75.0% | -26.3% |
| All | +32.4% | +113.3% | -80.9% | -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