-51.7%
FIG vs SWK
+87.6%
-139.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +13.1% | -7.9% | +5.0% |
| 7D | -4.7% | +17.9% | -22.5% | -4.6% |
| 30D | +0.5% | +31.9% | -31.4% | +1.2% |
| 3M | -18.4% | +16.6% | -35.0% | -18.8% |
| 6M | +10.9% | +61.1% | -50.3% | +15.2% |
| YTD | -40.8% | +64.2% | -105.0% | -39.2% |
| 1Y | -51.7% | +85.2% | -136.9% | -52.0% |
| All | -51.7% | +87.6% | -139.3% | -52.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling