-83.7%
FIG vs SWKS
+21.6%
-105.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.2% | +0.8% | +1.8% |
| 7D | -13.1% | -6.2% | -7.0% | -12.4% |
| 30D | -13.0% | -1.5% | -11.5% | -12.9% |
| 3M | -21.5% | +23.0% | -44.5% | -24.8% |
| 6M | -2.5% | +27.6% | -30.1% | -9.6% |
| YTD | -49.7% | +32.3% | -82.0% | -55.2% |
| 1Y | -59.1% | +20.1% | -79.2% | -61.9% |
| All | -83.7% | +21.6% | -105.3% | -83.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling