+83.1%
FICO vs SWK
-24.2%
+107.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +13.1% | -16.3% | -6.5% |
| 7D | +0.4% | +17.9% | -17.5% | -4.1% |
| 30D | +1.7% | +31.9% | -30.3% | -5.7% |
| 3M | -33.0% | +16.6% | -49.6% | -35.9% |
| 6M | -33.9% | +61.1% | -95.0% | -42.4% |
| YTD | -58.5% | +64.2% | -122.7% | -64.4% |
| 1Y | -56.4% | +85.2% | -141.6% | -63.9% |
| 3Y | -24.7% | +50.2% | -74.8% | -36.8% |
| 5Y | +83.1% | -22.8% | +105.9% | +66.3% |
| All | +83.1% | -24.2% | +107.3% | +66.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling