-83.2%
FIG vs SWKS
+22.6%
-105.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.8% | +2.4% | +3.0% |
| 7D | -12.6% | -2.7% | -9.9% | -12.3% |
| 30D | -13.8% | +8.5% | -22.3% | -14.7% |
| 3M | -16.7% | +17.3% | -34.0% | -19.3% |
| 6M | -6.1% | +25.1% | -31.2% | -12.3% |
| YTD | -48.1% | +33.3% | -81.4% | -53.8% |
| 1Y | -56.2% | +22.9% | -79.1% | -59.5% |
| All | -83.2% | +22.6% | -105.8% | -83.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling