-59.1%
FIG vs SWK
+71.2%
-130.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.0% |
| 7D | -13.1% | +11.0% | -24.1% | -13.3% |
| 30D | -13.0% | +30.1% | -43.1% | -12.7% |
| 3M | -21.5% | +14.7% | -36.2% | -21.9% |
| 6M | -2.5% | +44.5% | -47.0% | 0.0% |
| YTD | -49.7% | +59.4% | -109.0% | -49.9% |
| 1Y | -59.1% | +77.5% | -136.6% | -62.0% |
| All | -59.1% | +71.2% | -130.3% | -62.0% |
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