-5.0%
FIG vs SWK
+55.2%
-60.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -2.6% | -14.1% | -16.3% |
| 7D | -17.4% | +11.3% | -28.6% | -17.7% |
| 30D | -15.9% | +28.1% | -44.0% | -15.5% |
| 3M | -34.5% | +12.6% | -47.1% | -35.7% |
| 6M | -5.0% | +51.7% | -56.8% | +8.3% |
| All | -5.0% | +55.2% | -60.2% | +8.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling