-59.1%
FIG vs SWKS
+15.3%
-74.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.2% | +0.8% | +1.9% |
| 7D | -13.1% | -6.2% | -7.0% | -12.7% |
| 30D | -13.0% | -1.5% | -11.5% | -13.0% |
| 3M | -21.5% | +23.0% | -44.5% | -23.8% |
| 6M | -2.5% | +27.6% | -30.1% | -8.1% |
| YTD | -49.7% | +32.3% | -82.0% | -55.0% |
| 1Y | -59.1% | +20.1% | -79.2% | -59.7% |
| All | -59.1% | +15.3% | -74.4% | -59.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling