-83.7%
FIG vs SWK
+79.7%
-163.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.0% |
| 7D | -13.1% | +11.0% | -24.1% | -13.2% |
| 30D | -13.0% | +30.1% | -43.1% | -12.6% |
| 3M | -21.5% | +14.7% | -36.2% | -21.8% |
| 6M | -2.5% | +44.5% | -47.0% | -0.5% |
| YTD | -49.7% | +59.4% | -109.0% | -48.7% |
| 1Y | -59.1% | +77.5% | -136.6% | -58.8% |
| All | -83.7% | +79.7% | -163.5% | -82.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling