+602.8%
FICO vs SWK
+2.4%
+600.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +0.9% | -17.6% | -17.0% |
| 7D | -19.2% | -0.4% | -18.7% | -19.1% |
| 30D | -14.6% | -5.7% | -8.9% | -12.6% |
| 3M | -20.1% | +24.1% | -44.2% | -27.6% |
| 6M | -36.3% | +24.7% | -61.0% | -43.0% |
| YTD | -44.9% | +33.9% | -78.8% | -52.5% |
| 1Y | -38.6% | +34.7% | -73.3% | -47.6% |
| 3Y | +4.0% | +15.3% | -11.3% | -10.9% |
| 5Y | +99.5% | -39.3% | +138.8% | +124.5% |
| All | +602.8% | +2.4% | +600.4% | +416.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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