-79.1%
FIG vs SWK
+51.1%
-130.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.9% | -5.3% | -4.3% |
| 7D | -16.3% | -0.4% | -15.9% | -16.3% |
| 30D | -14.3% | -5.7% | -8.6% | -14.6% |
| 3M | +7.2% | +24.1% | -16.9% | +9.4% |
| 6M | -18.6% | +24.7% | -43.3% | -16.1% |
| YTD | -35.5% | +33.9% | -69.4% | -34.1% |
| 1Y | -55.8% | +34.7% | -90.5% | -55.7% |
| All | -79.1% | +51.1% | -130.2% | -77.2% |
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