-83.2%
FIG vs SWK
+84.8%
-168.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.8% | +0.3% | +3.0% |
| 7D | -12.6% | +10.7% | -23.3% | -12.9% |
| 30D | -13.8% | +33.3% | -47.1% | -13.6% |
| 3M | -16.7% | +14.7% | -31.4% | -17.2% |
| 6M | -6.1% | +48.5% | -54.6% | -4.3% |
| YTD | -48.1% | +63.9% | -112.0% | -47.1% |
| 1Y | -56.2% | +80.4% | -136.6% | -56.0% |
| All | -83.2% | +84.8% | -168.0% | -81.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling