-84.0%
FIG vs SWKS
+20.2%
-104.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -2.1% | -14.6% | -16.4% |
| 7D | -17.4% | -9.2% | -8.2% | -16.3% |
| 30D | -15.9% | -1.9% | -14.0% | -15.8% |
| 3M | -34.5% | +21.2% | -55.7% | -37.1% |
| 6M | -5.0% | +12.9% | -17.9% | -8.9% |
| YTD | -50.7% | +30.7% | -81.4% | -56.0% |
| 1Y | -58.1% | +14.1% | -72.2% | -60.3% |
| All | -84.0% | +20.2% | -104.2% | -84.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling