+72.2%
SWKS vs FTV
+119.2%
-47.0%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.3% | +2.2% | +1.0% |
| 7D | -9.2% | -0.6% | -8.6% | -9.0% |
| 30D | -1.9% | +13.0% | -14.9% | -10.6% |
| 3M | +21.2% | +6.8% | +14.4% | +14.8% |
| 6M | +12.9% | +8.0% | +4.9% | +5.6% |
| YTD | +30.7% | +18.9% | +11.9% | +12.0% |
| 1Y | +14.1% | +30.8% | -16.7% | -9.2% |
| 3Y | -1.7% | +33.4% | -35.1% | -23.0% |
| 5Y | -43.0% | +12.7% | -55.7% | -50.2% |
| 10Y | +34.3% | +111.6% | -77.3% | -22.1% |
| All | +72.2% | +119.2% | -47.0% | -0.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling