-83.6%
FIG vs SWK
+81.0%
-164.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +1.9% |
| 7D | -14.3% | -2.3% | -12.0% | -14.2% |
| 30D | -13.6% | +30.4% | -44.0% | -13.3% |
| 3M | -23.7% | +12.1% | -35.9% | -24.1% |
| 6M | -5.4% | +49.1% | -54.5% | -3.4% |
| YTD | -49.2% | +60.4% | -109.7% | -48.3% |
| 1Y | -57.4% | +78.3% | -135.7% | -57.1% |
| All | -83.6% | +81.0% | -164.5% | -82.1% |
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