-33.7%
FICO vs SWK
+55.2%
-88.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.6% | +3.5% | +1.0% |
| 7D | -0.3% | +11.3% | -11.5% | -0.8% |
| 30D | +1.7% | +28.1% | -26.4% | -0.2% |
| 3M | -35.2% | +12.6% | -47.8% | -36.6% |
| 6M | -33.7% | +51.7% | -85.4% | -35.3% |
| All | -33.7% | +55.2% | -88.8% | -35.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling