-83.2%
FIG vs SWKS
+33.1%
-116.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.1% | +2.9% | +2.8% |
| 7D | +3.4% | +9.4% | -6.0% | +2.1% |
| 30D | -9.5% | +17.0% | -26.4% | -11.4% |
| 3M | -26.2% | +28.9% | -55.1% | -29.4% |
| 6M | +2.7% | +33.1% | -30.4% | -4.5% |
| YTD | -48.0% | +44.8% | -92.7% | -54.2% |
| 1Y | -52.0% | +36.2% | -88.3% | -56.6% |
| All | -83.2% | +33.1% | -116.2% | -83.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 10y: compounded portfolio wealth divided by compounded SWKS 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…
10y analysis · Full analysis span regression · 6 months rolling